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<h3>Methods</h3>
<ul class="link-list" role="directory">
<li ><a href="#method-c-new">::new</a>
<li ><a href="#method-i-build_eigenvectors">#build_eigenvectors</a>
<li ><a href="#method-i-cdiv">#cdiv</a>
<li ><a href="#method-i-d">#d</a>
<li ><a href="#method-i-diagonalize">#diagonalize</a>
<li ><a href="#method-i-eigenvalue_matrix">#eigenvalue_matrix</a>
<li ><a href="#method-i-eigenvalues">#eigenvalues</a>
<li ><a href="#method-i-eigenvector_matrix">#eigenvector_matrix</a>
<li ><a href="#method-i-eigenvector_matrix_inv">#eigenvector_matrix_inv</a>
<li ><a href="#method-i-eigenvectors">#eigenvectors</a>
<li ><a href="#method-i-hessenberg_to_real_schur">#hessenberg_to_real_schur</a>
<li ><a href="#method-i-reduce_to_hessenberg">#reduce_to_hessenberg</a>
<li ><a href="#method-i-to_a">#to_a</a>
<li ><a href="#method-i-to_ary">#to_ary</a>
<li ><a href="#method-i-tridiagonalize">#tridiagonalize</a>
<li ><a href="#method-i-v">#v</a>
<li ><a href="#method-i-v_inv">#v_inv</a>
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<main role="main" aria-labelledby="class-Matrix::EigenvalueDecomposition">
<h1 id="class-Matrix::EigenvalueDecomposition" class="class">
class Matrix::EigenvalueDecomposition
</h1>
<section class="description">
<p>Eigenvalues and eigenvectors of a real matrix.</p>
<p>Computes the eigenvalues and eigenvectors of a matrix A.</p>
<p>If A is diagonalizable, this provides matrices V and D such that A = V*D*V.inv, where D is the diagonal matrix with entries equal to the eigenvalues and V is formed by the eigenvectors.</p>
<p>If A is symmetric, then V is orthogonal and thus A = V*D*V.t</p>
</section>
<section id="5Buntitled-5D" class="documentation-section">
<section id="public-class-5Buntitled-5D-method-details" class="method-section">
<header>
<h3>Public Class Methods</h3>
</header>
<div id="method-c-new" class="method-detail ">
<div class="method-heading">
<span class="method-name">new</span><span
class="method-args">(a)</span>
<span class="method-click-advice">click to toggle source</span>
</div>
<div class="method-description">
<p>Constructs the eigenvalue decomposition for a square matrix <code>A</code></p>
<div class="method-source-code" id="new-source">
<pre><span class="ruby-comment"># File lib/matrix/eigenvalue_decomposition.rb, line 19</span>
<span class="ruby-keyword">def</span> <span class="ruby-identifier ruby-title">initialize</span>(<span class="ruby-identifier">a</span>)
<span class="ruby-comment"># @d, @e: Arrays for internal storage of eigenvalues.</span>
<span class="ruby-comment"># @v: Array for internal storage of eigenvectors.</span>
<span class="ruby-comment"># @h: Array for internal storage of nonsymmetric Hessenberg form.</span>
<span class="ruby-identifier">raise</span> <span class="ruby-constant">TypeError</span>, <span class="ruby-node">"Expected Matrix but got #{a.class}"</span> <span class="ruby-keyword">unless</span> <span class="ruby-identifier">a</span>.<span class="ruby-identifier">is_a?</span>(<span class="ruby-constant">Matrix</span>)
<span class="ruby-ivar">@size</span> = <span class="ruby-identifier">a</span>.<span class="ruby-identifier">row_count</span>
<span class="ruby-ivar">@d</span> = <span class="ruby-constant">Array</span>.<span class="ruby-identifier">new</span>(<span class="ruby-ivar">@size</span>, <span class="ruby-value">0</span>)
<span class="ruby-ivar">@e</span> = <span class="ruby-constant">Array</span>.<span class="ruby-identifier">new</span>(<span class="ruby-ivar">@size</span>, <span class="ruby-value">0</span>)
<span class="ruby-keyword">if</span> (<span class="ruby-ivar">@symmetric</span> = <span class="ruby-identifier">a</span>.<span class="ruby-identifier">symmetric?</span>)
<span class="ruby-ivar">@v</span> = <span class="ruby-identifier">a</span>.<span class="ruby-identifier">to_a</span>
<span class="ruby-identifier">tridiagonalize</span>
<span class="ruby-identifier">diagonalize</span>
<span class="ruby-keyword">else</span>
<span class="ruby-ivar">@v</span> = <span class="ruby-constant">Array</span>.<span class="ruby-identifier">new</span>(<span class="ruby-ivar">@size</span>) { <span class="ruby-constant">Array</span>.<span class="ruby-identifier">new</span>(<span class="ruby-ivar">@size</span>, <span class="ruby-value">0</span>) }
<span class="ruby-ivar">@h</span> = <span class="ruby-identifier">a</span>.<span class="ruby-identifier">to_a</span>
<span class="ruby-ivar">@ort</span> = <span class="ruby-constant">Array</span>.<span class="ruby-identifier">new</span>(<span class="ruby-ivar">@size</span>, <span class="ruby-value">0</span>)
<span class="ruby-identifier">reduce_to_hessenberg</span>
<span class="ruby-identifier">hessenberg_to_real_schur</span>
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span></pre>
</div>
</div>
</div>
</section>
<section id="public-instance-5Buntitled-5D-method-details" class="method-section">
<header>
<h3>Public Instance Methods</h3>
</header>
<div id="method-i-d" class="method-detail method-alias">
<div class="method-heading">
<span class="method-name">d</span><span
class="method-args">()</span>
</div>
<div class="method-description">
</div>
<div class="aliases">
Alias for: <a href="EigenvalueDecomposition.html#method-i-eigenvalue_matrix">eigenvalue_matrix</a>
</div>
</div>
<div id="method-i-eigenvalue_matrix" class="method-detail ">
<div class="method-heading">
<span class="method-name">eigenvalue_matrix</span><span
class="method-args">()</span>
<span class="method-click-advice">click to toggle source</span>
</div>
<div class="method-description">
<p>Returns the block diagonal eigenvalue matrix <code>D</code></p>
<div class="method-source-code" id="eigenvalue_matrix-source">
<pre><span class="ruby-comment"># File lib/matrix/eigenvalue_decomposition.rb, line 73</span>
<span class="ruby-keyword">def</span> <span class="ruby-identifier ruby-title">eigenvalue_matrix</span>
<span class="ruby-constant">Matrix</span>.<span class="ruby-identifier">diagonal</span>(<span class="ruby-operator">*</span><span class="ruby-identifier">eigenvalues</span>)
<span class="ruby-keyword">end</span></pre>
</div>
</div>
<div class="aliases">
Also aliased as: <a href="EigenvalueDecomposition.html#method-i-d">d</a>
</div>
</div>
<div id="method-i-eigenvalues" class="method-detail ">
<div class="method-heading">
<span class="method-name">eigenvalues</span><span
class="method-args">()</span>
<span class="method-click-advice">click to toggle source</span>
</div>
<div class="method-description">
<p>Returns the eigenvalues in an array</p>
<div class="method-source-code" id="eigenvalues-source">
<pre><span class="ruby-comment"># File lib/matrix/eigenvalue_decomposition.rb, line 59</span>
<span class="ruby-keyword">def</span> <span class="ruby-identifier ruby-title">eigenvalues</span>
<span class="ruby-identifier">values</span> = <span class="ruby-ivar">@d</span>.<span class="ruby-identifier">dup</span>
<span class="ruby-ivar">@e</span>.<span class="ruby-identifier">each_with_index</span>{<span class="ruby-operator">|</span><span class="ruby-identifier">imag</span>, <span class="ruby-identifier">i</span><span class="ruby-operator">|</span> <span class="ruby-identifier">values</span>[<span class="ruby-identifier">i</span>] = <span class="ruby-constant">Complex</span>(<span class="ruby-identifier">values</span>[<span class="ruby-identifier">i</span>], <span class="ruby-identifier">imag</span>) <span class="ruby-keyword">unless</span> <span class="ruby-identifier">imag</span> <span class="ruby-operator">==</span> <span class="ruby-value">0</span>}
<span class="ruby-identifier">values</span>
<span class="ruby-keyword">end</span></pre>
</div>
</div>
</div>
<div id="method-i-eigenvector_matrix" class="method-detail ">
<div class="method-heading">
<span class="method-name">eigenvector_matrix</span><span
class="method-args">()</span>
<span class="method-click-advice">click to toggle source</span>
</div>
<div class="method-description">
<p>Returns the eigenvector matrix <code>V</code></p>
<div class="method-source-code" id="eigenvector_matrix-source">
<pre><span class="ruby-comment"># File lib/matrix/eigenvalue_decomposition.rb, line 43</span>
<span class="ruby-keyword">def</span> <span class="ruby-identifier ruby-title">eigenvector_matrix</span>
<span class="ruby-constant">Matrix</span>.<span class="ruby-identifier">send</span>(<span class="ruby-value">:new</span>, <span class="ruby-identifier">build_eigenvectors</span>.<span class="ruby-identifier">transpose</span>)
<span class="ruby-keyword">end</span></pre>
</div>
</div>
<div class="aliases">
Also aliased as: <a href="EigenvalueDecomposition.html#method-i-v">v</a>
</div>
</div>
<div id="method-i-eigenvector_matrix_inv" class="method-detail ">
<div class="method-heading">
<span class="method-name">eigenvector_matrix_inv</span><span
class="method-args">()</span>
<span class="method-click-advice">click to toggle source</span>
</div>
<div class="method-description">
<p>Returns the inverse of the eigenvector matrix <code>V</code></p>
<div class="method-source-code" id="eigenvector_matrix_inv-source">
<pre><span class="ruby-comment"># File lib/matrix/eigenvalue_decomposition.rb, line 50</span>
<span class="ruby-keyword">def</span> <span class="ruby-identifier ruby-title">eigenvector_matrix_inv</span>
<span class="ruby-identifier">r</span> = <span class="ruby-constant">Matrix</span>.<span class="ruby-identifier">send</span>(<span class="ruby-value">:new</span>, <span class="ruby-identifier">build_eigenvectors</span>)
<span class="ruby-identifier">r</span> = <span class="ruby-identifier">r</span>.<span class="ruby-identifier">transpose</span>.<span class="ruby-identifier">inverse</span> <span class="ruby-keyword">unless</span> <span class="ruby-ivar">@symmetric</span>
<span class="ruby-identifier">r</span>
<span class="ruby-keyword">end</span></pre>
</div>
</div>
<div class="aliases">
Also aliased as: <a href="EigenvalueDecomposition.html#method-i-v_inv">v_inv</a>
</div>
</div>
<div id="method-i-eigenvectors" class="method-detail ">
<div class="method-heading">
<span class="method-name">eigenvectors</span><span
class="method-args">()</span>
<span class="method-click-advice">click to toggle source</span>
</div>
<div class="method-description">
<p>Returns an array of the eigenvectors</p>
<div class="method-source-code" id="eigenvectors-source">
<pre><span class="ruby-comment"># File lib/matrix/eigenvalue_decomposition.rb, line 67</span>
<span class="ruby-keyword">def</span> <span class="ruby-identifier ruby-title">eigenvectors</span>
<span class="ruby-identifier">build_eigenvectors</span>.<span class="ruby-identifier">map</span>{<span class="ruby-operator">|</span><span class="ruby-identifier">ev</span><span class="ruby-operator">|</span> <span class="ruby-constant">Vector</span>.<span class="ruby-identifier">send</span>(<span class="ruby-value">:new</span>, <span class="ruby-identifier">ev</span>)}
<span class="ruby-keyword">end</span></pre>
</div>
</div>
</div>
<div id="method-i-to_a" class="method-detail method-alias">
<div class="method-heading">
<span class="method-name">to_a</span><span
class="method-args">()</span>
</div>
<div class="method-description">
</div>
<div class="aliases">
Alias for: <a href="EigenvalueDecomposition.html#method-i-to_ary">to_ary</a>
</div>
</div>
<div id="method-i-to_ary" class="method-detail ">
<div class="method-heading">
<span class="method-name">to_ary</span><span
class="method-args">()</span>
<span class="method-click-advice">click to toggle source</span>
</div>
<div class="method-description">
<p>Returns [eigenvector_matrix, <a href="EigenvalueDecomposition.html#method-i-eigenvalue_matrix"><code>eigenvalue_matrix</code></a>, <a href="EigenvalueDecomposition.html#method-i-eigenvector_matrix_inv"><code>eigenvector_matrix_inv</code></a>]</p>
<div class="method-source-code" id="to_ary-source">
<pre><span class="ruby-comment"># File lib/matrix/eigenvalue_decomposition.rb, line 80</span>
<span class="ruby-keyword">def</span> <span class="ruby-identifier ruby-title">to_ary</span>
[<span class="ruby-identifier">v</span>, <span class="ruby-identifier">d</span>, <span class="ruby-identifier">v_inv</span>]
<span class="ruby-keyword">end</span></pre>
</div>
</div>
<div class="aliases">
Also aliased as: <a href="EigenvalueDecomposition.html#method-i-to_a">to_a</a>
</div>
</div>
<div id="method-i-v" class="method-detail method-alias">
<div class="method-heading">
<span class="method-name">v</span><span
class="method-args">()</span>
</div>
<div class="method-description">
</div>
<div class="aliases">
Alias for: <a href="EigenvalueDecomposition.html#method-i-eigenvector_matrix">eigenvector_matrix</a>
</div>
</div>
<div id="method-i-v_inv" class="method-detail method-alias">
<div class="method-heading">
<span class="method-name">v_inv</span><span
class="method-args">()</span>
</div>
<div class="method-description">
</div>
<div class="aliases">
Alias for: <a href="EigenvalueDecomposition.html#method-i-eigenvector_matrix_inv">eigenvector_matrix_inv</a>
</div>
</div>
</section>
<section id="private-instance-5Buntitled-5D-method-details" class="method-section">
<header>
<h3>Private Instance Methods</h3>
</header>
<div id="method-i-build_eigenvectors" class="method-detail ">
<div class="method-heading">
<span class="method-name">build_eigenvectors</span><span
class="method-args">()</span>
<span class="method-click-advice">click to toggle source</span>
</div>
<div class="method-description">
<div class="method-source-code" id="build_eigenvectors-source">
<pre><span class="ruby-comment"># File lib/matrix/eigenvalue_decomposition.rb, line 86</span>
<span class="ruby-keyword">def</span> <span class="ruby-identifier ruby-title">build_eigenvectors</span>
<span class="ruby-comment"># JAMA stores complex eigenvectors in a strange way</span>
<span class="ruby-comment"># See http://web.archive.org/web/20111016032731/http://cio.nist.gov/esd/emaildir/lists/jama/msg01021.html</span>
<span class="ruby-ivar">@e</span>.<span class="ruby-identifier">each_with_index</span>.<span class="ruby-identifier">map</span> <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">imag</span>, <span class="ruby-identifier">i</span><span class="ruby-operator">|</span>
<span class="ruby-keyword">if</span> <span class="ruby-identifier">imag</span> <span class="ruby-operator">==</span> <span class="ruby-value">0</span>
<span class="ruby-constant">Array</span>.<span class="ruby-identifier">new</span>(<span class="ruby-ivar">@size</span>){<span class="ruby-operator">|</span><span class="ruby-identifier">j</span><span class="ruby-operator">|</span> <span class="ruby-ivar">@v</span>[<span class="ruby-identifier">j</span>][<span class="ruby-identifier">i</span>]}
<span class="ruby-keyword">elsif</span> <span class="ruby-identifier">imag</span> <span class="ruby-operator">></span> <span class="ruby-value">0</span>
<span class="ruby-constant">Array</span>.<span class="ruby-identifier">new</span>(<span class="ruby-ivar">@size</span>){<span class="ruby-operator">|</span><span class="ruby-identifier">j</span><span class="ruby-operator">|</span> <span class="ruby-constant">Complex</span>(<span class="ruby-ivar">@v</span>[<span class="ruby-identifier">j</span>][<span class="ruby-identifier">i</span>], <span class="ruby-ivar">@v</span>[<span class="ruby-identifier">j</span>][<span class="ruby-identifier">i</span><span class="ruby-value">+1</span>])}
<span class="ruby-keyword">else</span>
<span class="ruby-constant">Array</span>.<span class="ruby-identifier">new</span>(<span class="ruby-ivar">@size</span>){<span class="ruby-operator">|</span><span class="ruby-identifier">j</span><span class="ruby-operator">|</span> <span class="ruby-constant">Complex</span>(<span class="ruby-ivar">@v</span>[<span class="ruby-identifier">j</span>][<span class="ruby-identifier">i</span><span class="ruby-value">-1</span>], <span class="ruby-operator">-</span><span class="ruby-ivar">@v</span>[<span class="ruby-identifier">j</span>][<span class="ruby-identifier">i</span>])}
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span></pre>
</div>
</div>
</div>
<div id="method-i-cdiv" class="method-detail ">
<div class="method-heading">
<span class="method-name">cdiv</span><span
class="method-args">(xr, xi, yr, yi)</span>
<span class="method-click-advice">click to toggle source</span>
</div>
<div class="method-description">
<p><a href="../Complex.html"><code>Complex</code></a> scalar division.</p>
<div class="method-source-code" id="cdiv-source">
<pre><span class="ruby-comment"># File lib/matrix/eigenvalue_decomposition.rb, line 102</span>
<span class="ruby-keyword">def</span> <span class="ruby-identifier ruby-title">cdiv</span>(<span class="ruby-identifier">xr</span>, <span class="ruby-identifier">xi</span>, <span class="ruby-identifier">yr</span>, <span class="ruby-identifier">yi</span>)
<span class="ruby-keyword">if</span> (<span class="ruby-identifier">yr</span>.<span class="ruby-identifier">abs</span> <span class="ruby-operator">></span> <span class="ruby-identifier">yi</span>.<span class="ruby-identifier">abs</span>)
<span class="ruby-identifier">r</span> = <span class="ruby-identifier">yi</span><span class="ruby-operator">/</span><span class="ruby-identifier">yr</span>
<span class="ruby-identifier">d</span> = <span class="ruby-identifier">yr</span> <span class="ruby-operator">+</span> <span class="ruby-identifier">r</span><span class="ruby-operator">*</span><span class="ruby-identifier">yi</span>
[(<span class="ruby-identifier">xr</span> <span class="ruby-operator">+</span> <span class="ruby-identifier">r</span><span class="ruby-operator">*</span><span class="ruby-identifier">xi</span>)<span class="ruby-operator">/</span><span class="ruby-identifier">d</span>, (<span class="ruby-identifier">xi</span> <span class="ruby-operator">-</span> <span class="ruby-identifier">r</span><span class="ruby-operator">*</span><span class="ruby-identifier">xr</span>)<span class="ruby-operator">/</span><span class="ruby-identifier">d</span>]
<span class="ruby-keyword">else</span>
<span class="ruby-identifier">r</span> = <span class="ruby-identifier">yr</span><span class="ruby-operator">/</span><span class="ruby-identifier">yi</span>
<span class="ruby-identifier">d</span> = <span class="ruby-identifier">yi</span> <span class="ruby-operator">+</span> <span class="ruby-identifier">r</span><span class="ruby-operator">*</span><span class="ruby-identifier">yr</span>
[(<span class="ruby-identifier">r</span><span class="ruby-operator">*</span><span class="ruby-identifier">xr</span> <span class="ruby-operator">+</span> <span class="ruby-identifier">xi</span>)<span class="ruby-operator">/</span><span class="ruby-identifier">d</span>, (<span class="ruby-identifier">r</span><span class="ruby-operator">*</span><span class="ruby-identifier">xi</span> <span class="ruby-operator">-</span> <span class="ruby-identifier">xr</span>)<span class="ruby-operator">/</span><span class="ruby-identifier">d</span>]
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span></pre>
</div>
</div>
</div>
<div id="method-i-diagonalize" class="method-detail ">
<div class="method-heading">
<span class="method-name">diagonalize</span><span
class="method-args">()</span>
<span class="method-click-advice">click to toggle source</span>
</div>
<div class="method-description">
<p>Symmetric tridiagonal QL algorithm.</p>
<div class="method-source-code" id="diagonalize-source">
<pre><span class="ruby-comment"># File lib/matrix/eigenvalue_decomposition.rb, line 235</span>
<span class="ruby-keyword">def</span> <span class="ruby-identifier ruby-title">diagonalize</span>
<span class="ruby-comment"># This is derived from the Algol procedures tql2, by</span>
<span class="ruby-comment"># Bowdler, Martin, Reinsch, and Wilkinson, Handbook for</span>
<span class="ruby-comment"># Auto. Comp., Vol.ii-Linear Algebra, and the corresponding</span>
<span class="ruby-comment"># Fortran subroutine in EISPACK.</span>
<span class="ruby-value">1</span>.<span class="ruby-identifier">upto</span>(<span class="ruby-ivar">@size</span><span class="ruby-value">-1</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">i</span><span class="ruby-operator">|</span>
<span class="ruby-ivar">@e</span>[<span class="ruby-identifier">i</span><span class="ruby-value">-1</span>] = <span class="ruby-ivar">@e</span>[<span class="ruby-identifier">i</span>]
<span class="ruby-keyword">end</span>
<span class="ruby-ivar">@e</span>[<span class="ruby-ivar">@size</span><span class="ruby-value">-1</span>] = <span class="ruby-value">0.0</span>
<span class="ruby-identifier">f</span> = <span class="ruby-value">0.0</span>
<span class="ruby-identifier">tst1</span> = <span class="ruby-value">0.0</span>
<span class="ruby-identifier">eps</span> = <span class="ruby-constant">Float</span><span class="ruby-operator">::</span><span class="ruby-constant">EPSILON</span>
<span class="ruby-ivar">@size</span>.<span class="ruby-identifier">times</span> <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">l</span><span class="ruby-operator">|</span>
<span class="ruby-comment"># Find small subdiagonal element</span>
<span class="ruby-identifier">tst1</span> = [<span class="ruby-identifier">tst1</span>, <span class="ruby-ivar">@d</span>[<span class="ruby-identifier">l</span>].<span class="ruby-identifier">abs</span> <span class="ruby-operator">+</span> <span class="ruby-ivar">@e</span>[<span class="ruby-identifier">l</span>].<span class="ruby-identifier">abs</span>].<span class="ruby-identifier">max</span>
<span class="ruby-identifier">m</span> = <span class="ruby-identifier">l</span>
<span class="ruby-keyword">while</span> (<span class="ruby-identifier">m</span> <span class="ruby-operator"><</span> <span class="ruby-ivar">@size</span>) <span class="ruby-keyword">do</span>
<span class="ruby-keyword">if</span> (<span class="ruby-ivar">@e</span>[<span class="ruby-identifier">m</span>].<span class="ruby-identifier">abs</span> <span class="ruby-operator"><=</span> <span class="ruby-identifier">eps</span><span class="ruby-operator">*</span><span class="ruby-identifier">tst1</span>)
<span class="ruby-keyword">break</span>
<span class="ruby-keyword">end</span>
<span class="ruby-identifier">m</span><span class="ruby-operator">+=</span><span class="ruby-value">1</span>
<span class="ruby-keyword">end</span>
<span class="ruby-comment"># If m == l, @d[l] is an eigenvalue,</span>
<span class="ruby-comment"># otherwise, iterate.</span>
<span class="ruby-keyword">if</span> (<span class="ruby-identifier">m</span> <span class="ruby-operator">></span> <span class="ruby-identifier">l</span>)
<span class="ruby-identifier">iter</span> = <span class="ruby-value">0</span>
<span class="ruby-keyword">begin</span>
<span class="ruby-identifier">iter</span> = <span class="ruby-identifier">iter</span> <span class="ruby-operator">+</span> <span class="ruby-value">1</span> <span class="ruby-comment"># (Could check iteration count here.)</span>
<span class="ruby-comment"># Compute implicit shift</span>
<span class="ruby-identifier">g</span> = <span class="ruby-ivar">@d</span>[<span class="ruby-identifier">l</span>]
<span class="ruby-identifier">p</span> = (<span class="ruby-ivar">@d</span>[<span class="ruby-identifier">l</span><span class="ruby-value">+1</span>] <span class="ruby-operator">-</span> <span class="ruby-identifier">g</span>) <span class="ruby-operator">/</span> (<span class="ruby-value">2.0</span> <span class="ruby-operator">*</span> <span class="ruby-ivar">@e</span>[<span class="ruby-identifier">l</span>])
<span class="ruby-identifier">r</span> = <span class="ruby-constant">Math</span>.<span class="ruby-identifier">hypot</span>(<span class="ruby-identifier">p</span>, <span class="ruby-value">1.0</span>)
<span class="ruby-keyword">if</span> (<span class="ruby-identifier">p</span> <span class="ruby-operator"><</span> <span class="ruby-value">0</span>)
<span class="ruby-identifier">r</span> = <span class="ruby-operator">-</span><span class="ruby-identifier">r</span>
<span class="ruby-keyword">end</span>
<span class="ruby-ivar">@d</span>[<span class="ruby-identifier">l</span>] = <span class="ruby-ivar">@e</span>[<span class="ruby-identifier">l</span>] <span class="ruby-operator">/</span> (<span class="ruby-identifier">p</span> <span class="ruby-operator">+</span> <span class="ruby-identifier">r</span>)
<span class="ruby-ivar">@d</span>[<span class="ruby-identifier">l</span><span class="ruby-value">+1</span>] = <span class="ruby-ivar">@e</span>[<span class="ruby-identifier">l</span>] <span class="ruby-operator">*</span> (<span class="ruby-identifier">p</span> <span class="ruby-operator">+</span> <span class="ruby-identifier">r</span>)
<span class="ruby-identifier">dl1</span> = <span class="ruby-ivar">@d</span>[<span class="ruby-identifier">l</span><span class="ruby-value">+1</span>]
<span class="ruby-identifier">h</span> = <span class="ruby-identifier">g</span> <span class="ruby-operator">-</span> <span class="ruby-ivar">@d</span>[<span class="ruby-identifier">l</span>]
(<span class="ruby-identifier">l</span><span class="ruby-value">+2</span>).<span class="ruby-identifier">upto</span>(<span class="ruby-ivar">@size</span><span class="ruby-value">-1</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">i</span><span class="ruby-operator">|</span>
<span class="ruby-ivar">@d</span>[<span class="ruby-identifier">i</span>] <span class="ruby-operator">-=</span> <span class="ruby-identifier">h</span>
<span class="ruby-keyword">end</span>
<span class="ruby-identifier">f</span> <span class="ruby-operator">+=</span> <span class="ruby-identifier">h</span>
<span class="ruby-comment"># Implicit QL transformation.</span>
<span class="ruby-identifier">p</span> = <span class="ruby-ivar">@d</span>[<span class="ruby-identifier">m</span>]
<span class="ruby-identifier">c</span> = <span class="ruby-value">1.0</span>
<span class="ruby-identifier">c2</span> = <span class="ruby-identifier">c</span>
<span class="ruby-identifier">c3</span> = <span class="ruby-identifier">c</span>
<span class="ruby-identifier">el1</span> = <span class="ruby-ivar">@e</span>[<span class="ruby-identifier">l</span><span class="ruby-value">+1</span>]
<span class="ruby-identifier">s</span> = <span class="ruby-value">0.0</span>
<span class="ruby-identifier">s2</span> = <span class="ruby-value">0.0</span>
(<span class="ruby-identifier">m</span><span class="ruby-value">-1</span>).<span class="ruby-identifier">downto</span>(<span class="ruby-identifier">l</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">i</span><span class="ruby-operator">|</span>
<span class="ruby-identifier">c3</span> = <span class="ruby-identifier">c2</span>
<span class="ruby-identifier">c2</span> = <span class="ruby-identifier">c</span>
<span class="ruby-identifier">s2</span> = <span class="ruby-identifier">s</span>
<span class="ruby-identifier">g</span> = <span class="ruby-identifier">c</span> <span class="ruby-operator">*</span> <span class="ruby-ivar">@e</span>[<span class="ruby-identifier">i</span>]
<span class="ruby-identifier">h</span> = <span class="ruby-identifier">c</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">p</span>
<span class="ruby-identifier">r</span> = <span class="ruby-constant">Math</span>.<span class="ruby-identifier">hypot</span>(<span class="ruby-identifier">p</span>, <span class="ruby-ivar">@e</span>[<span class="ruby-identifier">i</span>])
<span class="ruby-ivar">@e</span>[<span class="ruby-identifier">i</span><span class="ruby-value">+1</span>] = <span class="ruby-identifier">s</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">r</span>
<span class="ruby-identifier">s</span> = <span class="ruby-ivar">@e</span>[<span class="ruby-identifier">i</span>] <span class="ruby-operator">/</span> <span class="ruby-identifier">r</span>
<span class="ruby-identifier">c</span> = <span class="ruby-identifier">p</span> <span class="ruby-operator">/</span> <span class="ruby-identifier">r</span>
<span class="ruby-identifier">p</span> = <span class="ruby-identifier">c</span> <span class="ruby-operator">*</span> <span class="ruby-ivar">@d</span>[<span class="ruby-identifier">i</span>] <span class="ruby-operator">-</span> <span class="ruby-identifier">s</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">g</span>
<span class="ruby-ivar">@d</span>[<span class="ruby-identifier">i</span><span class="ruby-value">+1</span>] = <span class="ruby-identifier">h</span> <span class="ruby-operator">+</span> <span class="ruby-identifier">s</span> <span class="ruby-operator">*</span> (<span class="ruby-identifier">c</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">g</span> <span class="ruby-operator">+</span> <span class="ruby-identifier">s</span> <span class="ruby-operator">*</span> <span class="ruby-ivar">@d</span>[<span class="ruby-identifier">i</span>])
<span class="ruby-comment"># Accumulate transformation.</span>
<span class="ruby-ivar">@size</span>.<span class="ruby-identifier">times</span> <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">k</span><span class="ruby-operator">|</span>
<span class="ruby-identifier">h</span> = <span class="ruby-ivar">@v</span>[<span class="ruby-identifier">k</span>][<span class="ruby-identifier">i</span><span class="ruby-value">+1</span>]
<span class="ruby-ivar">@v</span>[<span class="ruby-identifier">k</span>][<span class="ruby-identifier">i</span><span class="ruby-value">+1</span>] = <span class="ruby-identifier">s</span> <span class="ruby-operator">*</span> <span class="ruby-ivar">@v</span>[<span class="ruby-identifier">k</span>][<span class="ruby-identifier">i</span>] <span class="ruby-operator">+</span> <span class="ruby-identifier">c</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">h</span>
<span class="ruby-ivar">@v</span>[<span class="ruby-identifier">k</span>][<span class="ruby-identifier">i</span>] = <span class="ruby-identifier">c</span> <span class="ruby-operator">*</span> <span class="ruby-ivar">@v</span>[<span class="ruby-identifier">k</span>][<span class="ruby-identifier">i</span>] <span class="ruby-operator">-</span> <span class="ruby-identifier">s</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">h</span>
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span>
<span class="ruby-identifier">p</span> = <span class="ruby-operator">-</span><span class="ruby-identifier">s</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">s2</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">c3</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">el1</span> <span class="ruby-operator">*</span> <span class="ruby-ivar">@e</span>[<span class="ruby-identifier">l</span>] <span class="ruby-operator">/</span> <span class="ruby-identifier">dl1</span>
<span class="ruby-ivar">@e</span>[<span class="ruby-identifier">l</span>] = <span class="ruby-identifier">s</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">p</span>
<span class="ruby-ivar">@d</span>[<span class="ruby-identifier">l</span>] = <span class="ruby-identifier">c</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">p</span>
<span class="ruby-comment"># Check for convergence.</span>
<span class="ruby-keyword">end</span> <span class="ruby-keyword">while</span> (<span class="ruby-ivar">@e</span>[<span class="ruby-identifier">l</span>].<span class="ruby-identifier">abs</span> <span class="ruby-operator">></span> <span class="ruby-identifier">eps</span><span class="ruby-operator">*</span><span class="ruby-identifier">tst1</span>)
<span class="ruby-keyword">end</span>
<span class="ruby-ivar">@d</span>[<span class="ruby-identifier">l</span>] = <span class="ruby-ivar">@d</span>[<span class="ruby-identifier">l</span>] <span class="ruby-operator">+</span> <span class="ruby-identifier">f</span>
<span class="ruby-ivar">@e</span>[<span class="ruby-identifier">l</span>] = <span class="ruby-value">0.0</span>
<span class="ruby-keyword">end</span>
<span class="ruby-comment"># Sort eigenvalues and corresponding vectors.</span>
<span class="ruby-value">0</span>.<span class="ruby-identifier">upto</span>(<span class="ruby-ivar">@size</span><span class="ruby-value">-2</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">i</span><span class="ruby-operator">|</span>
<span class="ruby-identifier">k</span> = <span class="ruby-identifier">i</span>
<span class="ruby-identifier">p</span> = <span class="ruby-ivar">@d</span>[<span class="ruby-identifier">i</span>]
(<span class="ruby-identifier">i</span><span class="ruby-value">+1</span>).<span class="ruby-identifier">upto</span>(<span class="ruby-ivar">@size</span><span class="ruby-value">-1</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">j</span><span class="ruby-operator">|</span>
<span class="ruby-keyword">if</span> (<span class="ruby-ivar">@d</span>[<span class="ruby-identifier">j</span>] <span class="ruby-operator"><</span> <span class="ruby-identifier">p</span>)
<span class="ruby-identifier">k</span> = <span class="ruby-identifier">j</span>
<span class="ruby-identifier">p</span> = <span class="ruby-ivar">@d</span>[<span class="ruby-identifier">j</span>]
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">if</span> (<span class="ruby-identifier">k</span> <span class="ruby-operator">!=</span> <span class="ruby-identifier">i</span>)
<span class="ruby-ivar">@d</span>[<span class="ruby-identifier">k</span>] = <span class="ruby-ivar">@d</span>[<span class="ruby-identifier">i</span>]
<span class="ruby-ivar">@d</span>[<span class="ruby-identifier">i</span>] = <span class="ruby-identifier">p</span>
<span class="ruby-ivar">@size</span>.<span class="ruby-identifier">times</span> <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">j</span><span class="ruby-operator">|</span>
<span class="ruby-identifier">p</span> = <span class="ruby-ivar">@v</span>[<span class="ruby-identifier">j</span>][<span class="ruby-identifier">i</span>]
<span class="ruby-ivar">@v</span>[<span class="ruby-identifier">j</span>][<span class="ruby-identifier">i</span>] = <span class="ruby-ivar">@v</span>[<span class="ruby-identifier">j</span>][<span class="ruby-identifier">k</span>]
<span class="ruby-ivar">@v</span>[<span class="ruby-identifier">j</span>][<span class="ruby-identifier">k</span>] = <span class="ruby-identifier">p</span>
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span></pre>
</div>
</div>
</div>
<div id="method-i-hessenberg_to_real_schur" class="method-detail ">
<div class="method-heading">
<span class="method-name">hessenberg_to_real_schur</span><span
class="method-args">()</span>
<span class="method-click-advice">click to toggle source</span>
</div>
<div class="method-description">
<p>Nonsymmetric reduction from Hessenberg to real Schur form.</p>
<div class="method-source-code" id="hessenberg_to_real_schur-source">
<pre><span class="ruby-comment"># File lib/matrix/eigenvalue_decomposition.rb, line 446</span>
<span class="ruby-keyword">def</span> <span class="ruby-identifier ruby-title">hessenberg_to_real_schur</span>
<span class="ruby-comment"># This is derived from the Algol procedure hqr2,</span>
<span class="ruby-comment"># by Martin and Wilkinson, Handbook for Auto. Comp.,</span>
<span class="ruby-comment"># Vol.ii-Linear Algebra, and the corresponding</span>
<span class="ruby-comment"># Fortran subroutine in EISPACK.</span>
<span class="ruby-comment"># Initialize</span>
<span class="ruby-identifier">nn</span> = <span class="ruby-ivar">@size</span>
<span class="ruby-identifier">n</span> = <span class="ruby-identifier">nn</span><span class="ruby-value">-1</span>
<span class="ruby-identifier">low</span> = <span class="ruby-value">0</span>
<span class="ruby-identifier">high</span> = <span class="ruby-identifier">nn</span><span class="ruby-value">-1</span>
<span class="ruby-identifier">eps</span> = <span class="ruby-constant">Float</span><span class="ruby-operator">::</span><span class="ruby-constant">EPSILON</span>
<span class="ruby-identifier">exshift</span> = <span class="ruby-value">0.0</span>
<span class="ruby-identifier">p</span> = <span class="ruby-identifier">q</span> = <span class="ruby-identifier">r</span> = <span class="ruby-identifier">s</span> = <span class="ruby-identifier">z</span> = <span class="ruby-value">0</span>
<span class="ruby-comment"># Store roots isolated by balanc and compute matrix norm</span>
<span class="ruby-identifier">norm</span> = <span class="ruby-value">0.0</span>
<span class="ruby-identifier">nn</span>.<span class="ruby-identifier">times</span> <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">i</span><span class="ruby-operator">|</span>
<span class="ruby-keyword">if</span> (<span class="ruby-identifier">i</span> <span class="ruby-operator"><</span> <span class="ruby-identifier">low</span> <span class="ruby-operator">||</span> <span class="ruby-identifier">i</span> <span class="ruby-operator">></span> <span class="ruby-identifier">high</span>)
<span class="ruby-ivar">@d</span>[<span class="ruby-identifier">i</span>] = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">i</span>]
<span class="ruby-ivar">@e</span>[<span class="ruby-identifier">i</span>] = <span class="ruby-value">0.0</span>
<span class="ruby-keyword">end</span>
([<span class="ruby-identifier">i</span><span class="ruby-value">-1</span>, <span class="ruby-value">0</span>].<span class="ruby-identifier">max</span>).<span class="ruby-identifier">upto</span>(<span class="ruby-identifier">nn</span><span class="ruby-value">-1</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">j</span><span class="ruby-operator">|</span>
<span class="ruby-identifier">norm</span> = <span class="ruby-identifier">norm</span> <span class="ruby-operator">+</span> <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">j</span>].<span class="ruby-identifier">abs</span>
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span>
<span class="ruby-comment"># Outer loop over eigenvalue index</span>
<span class="ruby-identifier">iter</span> = <span class="ruby-value">0</span>
<span class="ruby-keyword">while</span> (<span class="ruby-identifier">n</span> <span class="ruby-operator">>=</span> <span class="ruby-identifier">low</span>) <span class="ruby-keyword">do</span>
<span class="ruby-comment"># Look for single small sub-diagonal element</span>
<span class="ruby-identifier">l</span> = <span class="ruby-identifier">n</span>
<span class="ruby-keyword">while</span> (<span class="ruby-identifier">l</span> <span class="ruby-operator">></span> <span class="ruby-identifier">low</span>) <span class="ruby-keyword">do</span>
<span class="ruby-identifier">s</span> = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">l</span><span class="ruby-value">-1</span>][<span class="ruby-identifier">l</span><span class="ruby-value">-1</span>].<span class="ruby-identifier">abs</span> <span class="ruby-operator">+</span> <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">l</span>][<span class="ruby-identifier">l</span>].<span class="ruby-identifier">abs</span>
<span class="ruby-keyword">if</span> (<span class="ruby-identifier">s</span> <span class="ruby-operator">==</span> <span class="ruby-value">0.0</span>)
<span class="ruby-identifier">s</span> = <span class="ruby-identifier">norm</span>
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">if</span> (<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">l</span>][<span class="ruby-identifier">l</span><span class="ruby-value">-1</span>].<span class="ruby-identifier">abs</span> <span class="ruby-operator"><</span> <span class="ruby-identifier">eps</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">s</span>)
<span class="ruby-keyword">break</span>
<span class="ruby-keyword">end</span>
<span class="ruby-identifier">l</span><span class="ruby-operator">-=</span><span class="ruby-value">1</span>
<span class="ruby-keyword">end</span>
<span class="ruby-comment"># Check for convergence</span>
<span class="ruby-comment"># One root found</span>
<span class="ruby-keyword">if</span> (<span class="ruby-identifier">l</span> <span class="ruby-operator">==</span> <span class="ruby-identifier">n</span>)
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">n</span>][<span class="ruby-identifier">n</span>] = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">n</span>][<span class="ruby-identifier">n</span>] <span class="ruby-operator">+</span> <span class="ruby-identifier">exshift</span>
<span class="ruby-ivar">@d</span>[<span class="ruby-identifier">n</span>] = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">n</span>][<span class="ruby-identifier">n</span>]
<span class="ruby-ivar">@e</span>[<span class="ruby-identifier">n</span>] = <span class="ruby-value">0.0</span>
<span class="ruby-identifier">n</span><span class="ruby-operator">-=</span><span class="ruby-value">1</span>
<span class="ruby-identifier">iter</span> = <span class="ruby-value">0</span>
<span class="ruby-comment"># Two roots found</span>
<span class="ruby-keyword">elsif</span> (<span class="ruby-identifier">l</span> <span class="ruby-operator">==</span> <span class="ruby-identifier">n</span><span class="ruby-value">-1</span>)
<span class="ruby-identifier">w</span> = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">n</span>][<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>] <span class="ruby-operator">*</span> <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>][<span class="ruby-identifier">n</span>]
<span class="ruby-identifier">p</span> = (<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>][<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>] <span class="ruby-operator">-</span> <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">n</span>][<span class="ruby-identifier">n</span>]) <span class="ruby-operator">/</span> <span class="ruby-value">2.0</span>
<span class="ruby-identifier">q</span> = <span class="ruby-identifier">p</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">p</span> <span class="ruby-operator">+</span> <span class="ruby-identifier">w</span>
<span class="ruby-identifier">z</span> = <span class="ruby-constant">Math</span>.<span class="ruby-identifier">sqrt</span>(<span class="ruby-identifier">q</span>.<span class="ruby-identifier">abs</span>)
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">n</span>][<span class="ruby-identifier">n</span>] = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">n</span>][<span class="ruby-identifier">n</span>] <span class="ruby-operator">+</span> <span class="ruby-identifier">exshift</span>
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>][<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>] = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>][<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>] <span class="ruby-operator">+</span> <span class="ruby-identifier">exshift</span>
<span class="ruby-identifier">x</span> = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">n</span>][<span class="ruby-identifier">n</span>]
<span class="ruby-comment"># Real pair</span>
<span class="ruby-keyword">if</span> (<span class="ruby-identifier">q</span> <span class="ruby-operator">>=</span> <span class="ruby-value">0</span>)
<span class="ruby-keyword">if</span> (<span class="ruby-identifier">p</span> <span class="ruby-operator">>=</span> <span class="ruby-value">0</span>)
<span class="ruby-identifier">z</span> = <span class="ruby-identifier">p</span> <span class="ruby-operator">+</span> <span class="ruby-identifier">z</span>
<span class="ruby-keyword">else</span>
<span class="ruby-identifier">z</span> = <span class="ruby-identifier">p</span> <span class="ruby-operator">-</span> <span class="ruby-identifier">z</span>
<span class="ruby-keyword">end</span>
<span class="ruby-ivar">@d</span>[<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>] = <span class="ruby-identifier">x</span> <span class="ruby-operator">+</span> <span class="ruby-identifier">z</span>
<span class="ruby-ivar">@d</span>[<span class="ruby-identifier">n</span>] = <span class="ruby-ivar">@d</span>[<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>]
<span class="ruby-keyword">if</span> (<span class="ruby-identifier">z</span> <span class="ruby-operator">!=</span> <span class="ruby-value">0.0</span>)
<span class="ruby-ivar">@d</span>[<span class="ruby-identifier">n</span>] = <span class="ruby-identifier">x</span> <span class="ruby-operator">-</span> <span class="ruby-identifier">w</span> <span class="ruby-operator">/</span> <span class="ruby-identifier">z</span>
<span class="ruby-keyword">end</span>
<span class="ruby-ivar">@e</span>[<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>] = <span class="ruby-value">0.0</span>
<span class="ruby-ivar">@e</span>[<span class="ruby-identifier">n</span>] = <span class="ruby-value">0.0</span>
<span class="ruby-identifier">x</span> = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">n</span>][<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>]
<span class="ruby-identifier">s</span> = <span class="ruby-identifier">x</span>.<span class="ruby-identifier">abs</span> <span class="ruby-operator">+</span> <span class="ruby-identifier">z</span>.<span class="ruby-identifier">abs</span>
<span class="ruby-identifier">p</span> = <span class="ruby-identifier">x</span> <span class="ruby-operator">/</span> <span class="ruby-identifier">s</span>
<span class="ruby-identifier">q</span> = <span class="ruby-identifier">z</span> <span class="ruby-operator">/</span> <span class="ruby-identifier">s</span>
<span class="ruby-identifier">r</span> = <span class="ruby-constant">Math</span>.<span class="ruby-identifier">sqrt</span>(<span class="ruby-identifier">p</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">p</span><span class="ruby-operator">+</span><span class="ruby-identifier">q</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">q</span>)
<span class="ruby-identifier">p</span> <span class="ruby-operator">/=</span> <span class="ruby-identifier">r</span>
<span class="ruby-identifier">q</span> <span class="ruby-operator">/=</span> <span class="ruby-identifier">r</span>
<span class="ruby-comment"># Row modification</span>
(<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>).<span class="ruby-identifier">upto</span>(<span class="ruby-identifier">nn</span><span class="ruby-value">-1</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">j</span><span class="ruby-operator">|</span>
<span class="ruby-identifier">z</span> = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>][<span class="ruby-identifier">j</span>]
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>][<span class="ruby-identifier">j</span>] = <span class="ruby-identifier">q</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">z</span> <span class="ruby-operator">+</span> <span class="ruby-identifier">p</span> <span class="ruby-operator">*</span> <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">n</span>][<span class="ruby-identifier">j</span>]
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">n</span>][<span class="ruby-identifier">j</span>] = <span class="ruby-identifier">q</span> <span class="ruby-operator">*</span> <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">n</span>][<span class="ruby-identifier">j</span>] <span class="ruby-operator">-</span> <span class="ruby-identifier">p</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">z</span>
<span class="ruby-keyword">end</span>
<span class="ruby-comment"># Column modification</span>
<span class="ruby-value">0</span>.<span class="ruby-identifier">upto</span>(<span class="ruby-identifier">n</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">i</span><span class="ruby-operator">|</span>
<span class="ruby-identifier">z</span> = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>]
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>] = <span class="ruby-identifier">q</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">z</span> <span class="ruby-operator">+</span> <span class="ruby-identifier">p</span> <span class="ruby-operator">*</span> <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">n</span>]
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">n</span>] = <span class="ruby-identifier">q</span> <span class="ruby-operator">*</span> <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">n</span>] <span class="ruby-operator">-</span> <span class="ruby-identifier">p</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">z</span>
<span class="ruby-keyword">end</span>
<span class="ruby-comment"># Accumulate transformations</span>
<span class="ruby-identifier">low</span>.<span class="ruby-identifier">upto</span>(<span class="ruby-identifier">high</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">i</span><span class="ruby-operator">|</span>
<span class="ruby-identifier">z</span> = <span class="ruby-ivar">@v</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>]
<span class="ruby-ivar">@v</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>] = <span class="ruby-identifier">q</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">z</span> <span class="ruby-operator">+</span> <span class="ruby-identifier">p</span> <span class="ruby-operator">*</span> <span class="ruby-ivar">@v</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">n</span>]
<span class="ruby-ivar">@v</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">n</span>] = <span class="ruby-identifier">q</span> <span class="ruby-operator">*</span> <span class="ruby-ivar">@v</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">n</span>] <span class="ruby-operator">-</span> <span class="ruby-identifier">p</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">z</span>
<span class="ruby-keyword">end</span>
<span class="ruby-comment"># Complex pair</span>
<span class="ruby-keyword">else</span>
<span class="ruby-ivar">@d</span>[<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>] = <span class="ruby-identifier">x</span> <span class="ruby-operator">+</span> <span class="ruby-identifier">p</span>
<span class="ruby-ivar">@d</span>[<span class="ruby-identifier">n</span>] = <span class="ruby-identifier">x</span> <span class="ruby-operator">+</span> <span class="ruby-identifier">p</span>
<span class="ruby-ivar">@e</span>[<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>] = <span class="ruby-identifier">z</span>
<span class="ruby-ivar">@e</span>[<span class="ruby-identifier">n</span>] = <span class="ruby-operator">-</span><span class="ruby-identifier">z</span>
<span class="ruby-keyword">end</span>
<span class="ruby-identifier">n</span> <span class="ruby-operator">-=</span> <span class="ruby-value">2</span>
<span class="ruby-identifier">iter</span> = <span class="ruby-value">0</span>
<span class="ruby-comment"># No convergence yet</span>
<span class="ruby-keyword">else</span>
<span class="ruby-comment"># Form shift</span>
<span class="ruby-identifier">x</span> = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">n</span>][<span class="ruby-identifier">n</span>]
<span class="ruby-identifier">y</span> = <span class="ruby-value">0.0</span>
<span class="ruby-identifier">w</span> = <span class="ruby-value">0.0</span>
<span class="ruby-keyword">if</span> (<span class="ruby-identifier">l</span> <span class="ruby-operator"><</span> <span class="ruby-identifier">n</span>)
<span class="ruby-identifier">y</span> = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>][<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>]
<span class="ruby-identifier">w</span> = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">n</span>][<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>] <span class="ruby-operator">*</span> <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>][<span class="ruby-identifier">n</span>]
<span class="ruby-keyword">end</span>
<span class="ruby-comment"># Wilkinson's original ad hoc shift</span>
<span class="ruby-keyword">if</span> (<span class="ruby-identifier">iter</span> <span class="ruby-operator">==</span> <span class="ruby-value">10</span>)
<span class="ruby-identifier">exshift</span> <span class="ruby-operator">+=</span> <span class="ruby-identifier">x</span>
<span class="ruby-identifier">low</span>.<span class="ruby-identifier">upto</span>(<span class="ruby-identifier">n</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">i</span><span class="ruby-operator">|</span>
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">i</span>] <span class="ruby-operator">-=</span> <span class="ruby-identifier">x</span>
<span class="ruby-keyword">end</span>
<span class="ruby-identifier">s</span> = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">n</span>][<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>].<span class="ruby-identifier">abs</span> <span class="ruby-operator">+</span> <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>][<span class="ruby-identifier">n</span><span class="ruby-value">-2</span>].<span class="ruby-identifier">abs</span>
<span class="ruby-identifier">x</span> = <span class="ruby-identifier">y</span> = <span class="ruby-value">0.75</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">s</span>
<span class="ruby-identifier">w</span> = <span class="ruby-value">-0.4375</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">s</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">s</span>
<span class="ruby-keyword">end</span>
<span class="ruby-comment"># MATLAB's new ad hoc shift</span>
<span class="ruby-keyword">if</span> (<span class="ruby-identifier">iter</span> <span class="ruby-operator">==</span> <span class="ruby-value">30</span>)
<span class="ruby-identifier">s</span> = (<span class="ruby-identifier">y</span> <span class="ruby-operator">-</span> <span class="ruby-identifier">x</span>) <span class="ruby-operator">/</span> <span class="ruby-value">2.0</span>
<span class="ruby-identifier">s</span> <span class="ruby-operator">*=</span> <span class="ruby-identifier">s</span> <span class="ruby-operator">+</span> <span class="ruby-identifier">w</span>
<span class="ruby-keyword">if</span> (<span class="ruby-identifier">s</span> <span class="ruby-operator">></span> <span class="ruby-value">0</span>)
<span class="ruby-identifier">s</span> = <span class="ruby-constant">Math</span>.<span class="ruby-identifier">sqrt</span>(<span class="ruby-identifier">s</span>)
<span class="ruby-keyword">if</span> (<span class="ruby-identifier">y</span> <span class="ruby-operator"><</span> <span class="ruby-identifier">x</span>)
<span class="ruby-identifier">s</span> = <span class="ruby-operator">-</span><span class="ruby-identifier">s</span>
<span class="ruby-keyword">end</span>
<span class="ruby-identifier">s</span> = <span class="ruby-identifier">x</span> <span class="ruby-operator">-</span> <span class="ruby-identifier">w</span> <span class="ruby-operator">/</span> ((<span class="ruby-identifier">y</span> <span class="ruby-operator">-</span> <span class="ruby-identifier">x</span>) <span class="ruby-operator">/</span> <span class="ruby-value">2.0</span> <span class="ruby-operator">+</span> <span class="ruby-identifier">s</span>)
<span class="ruby-identifier">low</span>.<span class="ruby-identifier">upto</span>(<span class="ruby-identifier">n</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">i</span><span class="ruby-operator">|</span>
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">i</span>] <span class="ruby-operator">-=</span> <span class="ruby-identifier">s</span>
<span class="ruby-keyword">end</span>
<span class="ruby-identifier">exshift</span> <span class="ruby-operator">+=</span> <span class="ruby-identifier">s</span>
<span class="ruby-identifier">x</span> = <span class="ruby-identifier">y</span> = <span class="ruby-identifier">w</span> = <span class="ruby-value">0.964</span>
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span>
<span class="ruby-identifier">iter</span> = <span class="ruby-identifier">iter</span> <span class="ruby-operator">+</span> <span class="ruby-value">1</span> <span class="ruby-comment"># (Could check iteration count here.)</span>
<span class="ruby-comment"># Look for two consecutive small sub-diagonal elements</span>
<span class="ruby-identifier">m</span> = <span class="ruby-identifier">n</span><span class="ruby-value">-2</span>
<span class="ruby-keyword">while</span> (<span class="ruby-identifier">m</span> <span class="ruby-operator">>=</span> <span class="ruby-identifier">l</span>) <span class="ruby-keyword">do</span>
<span class="ruby-identifier">z</span> = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">m</span>][<span class="ruby-identifier">m</span>]
<span class="ruby-identifier">r</span> = <span class="ruby-identifier">x</span> <span class="ruby-operator">-</span> <span class="ruby-identifier">z</span>
<span class="ruby-identifier">s</span> = <span class="ruby-identifier">y</span> <span class="ruby-operator">-</span> <span class="ruby-identifier">z</span>
<span class="ruby-identifier">p</span> = (<span class="ruby-identifier">r</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">s</span> <span class="ruby-operator">-</span> <span class="ruby-identifier">w</span>) <span class="ruby-operator">/</span> <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">m</span><span class="ruby-value">+1</span>][<span class="ruby-identifier">m</span>] <span class="ruby-operator">+</span> <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">m</span>][<span class="ruby-identifier">m</span><span class="ruby-value">+1</span>]
<span class="ruby-identifier">q</span> = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">m</span><span class="ruby-value">+1</span>][<span class="ruby-identifier">m</span><span class="ruby-value">+1</span>] <span class="ruby-operator">-</span> <span class="ruby-identifier">z</span> <span class="ruby-operator">-</span> <span class="ruby-identifier">r</span> <span class="ruby-operator">-</span> <span class="ruby-identifier">s</span>
<span class="ruby-identifier">r</span> = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">m</span><span class="ruby-value">+2</span>][<span class="ruby-identifier">m</span><span class="ruby-value">+1</span>]
<span class="ruby-identifier">s</span> = <span class="ruby-identifier">p</span>.<span class="ruby-identifier">abs</span> <span class="ruby-operator">+</span> <span class="ruby-identifier">q</span>.<span class="ruby-identifier">abs</span> <span class="ruby-operator">+</span> <span class="ruby-identifier">r</span>.<span class="ruby-identifier">abs</span>
<span class="ruby-identifier">p</span> <span class="ruby-operator">/=</span> <span class="ruby-identifier">s</span>
<span class="ruby-identifier">q</span> <span class="ruby-operator">/=</span> <span class="ruby-identifier">s</span>
<span class="ruby-identifier">r</span> <span class="ruby-operator">/=</span> <span class="ruby-identifier">s</span>
<span class="ruby-keyword">if</span> (<span class="ruby-identifier">m</span> <span class="ruby-operator">==</span> <span class="ruby-identifier">l</span>)
<span class="ruby-keyword">break</span>
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">if</span> (<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">m</span>][<span class="ruby-identifier">m</span><span class="ruby-value">-1</span>].<span class="ruby-identifier">abs</span> <span class="ruby-operator">*</span> (<span class="ruby-identifier">q</span>.<span class="ruby-identifier">abs</span> <span class="ruby-operator">+</span> <span class="ruby-identifier">r</span>.<span class="ruby-identifier">abs</span>) <span class="ruby-operator"><</span>
<span class="ruby-identifier">eps</span> <span class="ruby-operator">*</span> (<span class="ruby-identifier">p</span>.<span class="ruby-identifier">abs</span> <span class="ruby-operator">*</span> (<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">m</span><span class="ruby-value">-1</span>][<span class="ruby-identifier">m</span><span class="ruby-value">-1</span>].<span class="ruby-identifier">abs</span> <span class="ruby-operator">+</span> <span class="ruby-identifier">z</span>.<span class="ruby-identifier">abs</span> <span class="ruby-operator">+</span>
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">m</span><span class="ruby-value">+1</span>][<span class="ruby-identifier">m</span><span class="ruby-value">+1</span>].<span class="ruby-identifier">abs</span>)))
<span class="ruby-keyword">break</span>
<span class="ruby-keyword">end</span>
<span class="ruby-identifier">m</span><span class="ruby-operator">-=</span><span class="ruby-value">1</span>
<span class="ruby-keyword">end</span>
(<span class="ruby-identifier">m</span><span class="ruby-value">+2</span>).<span class="ruby-identifier">upto</span>(<span class="ruby-identifier">n</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">i</span><span class="ruby-operator">|</span>
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">i</span><span class="ruby-value">-2</span>] = <span class="ruby-value">0.0</span>
<span class="ruby-keyword">if</span> (<span class="ruby-identifier">i</span> <span class="ruby-operator">></span> <span class="ruby-identifier">m</span><span class="ruby-value">+2</span>)
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">i</span><span class="ruby-value">-3</span>] = <span class="ruby-value">0.0</span>
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span>
<span class="ruby-comment"># Double QR step involving rows l:n and columns m:n</span>
<span class="ruby-identifier">m</span>.<span class="ruby-identifier">upto</span>(<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">k</span><span class="ruby-operator">|</span>
<span class="ruby-identifier">notlast</span> = (<span class="ruby-identifier">k</span> <span class="ruby-operator">!=</span> <span class="ruby-identifier">n</span><span class="ruby-value">-1</span>)
<span class="ruby-keyword">if</span> (<span class="ruby-identifier">k</span> <span class="ruby-operator">!=</span> <span class="ruby-identifier">m</span>)
<span class="ruby-identifier">p</span> = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">k</span>][<span class="ruby-identifier">k</span><span class="ruby-value">-1</span>]
<span class="ruby-identifier">q</span> = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">k</span><span class="ruby-value">+1</span>][<span class="ruby-identifier">k</span><span class="ruby-value">-1</span>]
<span class="ruby-identifier">r</span> = (<span class="ruby-identifier">notlast</span> <span class="ruby-operator">?</span> <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">k</span><span class="ruby-value">+2</span>][<span class="ruby-identifier">k</span><span class="ruby-value">-1</span>] <span class="ruby-operator">:</span> <span class="ruby-value">0.0</span>)
<span class="ruby-identifier">x</span> = <span class="ruby-identifier">p</span>.<span class="ruby-identifier">abs</span> <span class="ruby-operator">+</span> <span class="ruby-identifier">q</span>.<span class="ruby-identifier">abs</span> <span class="ruby-operator">+</span> <span class="ruby-identifier">r</span>.<span class="ruby-identifier">abs</span>
<span class="ruby-keyword">next</span> <span class="ruby-keyword">if</span> <span class="ruby-identifier">x</span> <span class="ruby-operator">==</span> <span class="ruby-value">0</span>
<span class="ruby-identifier">p</span> <span class="ruby-operator">/=</span> <span class="ruby-identifier">x</span>
<span class="ruby-identifier">q</span> <span class="ruby-operator">/=</span> <span class="ruby-identifier">x</span>
<span class="ruby-identifier">r</span> <span class="ruby-operator">/=</span> <span class="ruby-identifier">x</span>
<span class="ruby-keyword">end</span>
<span class="ruby-identifier">s</span> = <span class="ruby-constant">Math</span>.<span class="ruby-identifier">sqrt</span>(<span class="ruby-identifier">p</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">p</span> <span class="ruby-operator">+</span> <span class="ruby-identifier">q</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">q</span> <span class="ruby-operator">+</span> <span class="ruby-identifier">r</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">r</span>)
<span class="ruby-keyword">if</span> (<span class="ruby-identifier">p</span> <span class="ruby-operator"><</span> <span class="ruby-value">0</span>)
<span class="ruby-identifier">s</span> = <span class="ruby-operator">-</span><span class="ruby-identifier">s</span>
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">if</span> (<span class="ruby-identifier">s</span> <span class="ruby-operator">!=</span> <span class="ruby-value">0</span>)
<span class="ruby-keyword">if</span> (<span class="ruby-identifier">k</span> <span class="ruby-operator">!=</span> <span class="ruby-identifier">m</span>)
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">k</span>][<span class="ruby-identifier">k</span><span class="ruby-value">-1</span>] = <span class="ruby-operator">-</span><span class="ruby-identifier">s</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">x</span>
<span class="ruby-keyword">elsif</span> (<span class="ruby-identifier">l</span> <span class="ruby-operator">!=</span> <span class="ruby-identifier">m</span>)
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">k</span>][<span class="ruby-identifier">k</span><span class="ruby-value">-1</span>] = <span class="ruby-operator">-</span><span class="ruby-ivar">@h</span>[<span class="ruby-identifier">k</span>][<span class="ruby-identifier">k</span><span class="ruby-value">-1</span>]
<span class="ruby-keyword">end</span>
<span class="ruby-identifier">p</span> <span class="ruby-operator">+=</span> <span class="ruby-identifier">s</span>
<span class="ruby-identifier">x</span> = <span class="ruby-identifier">p</span> <span class="ruby-operator">/</span> <span class="ruby-identifier">s</span>
<span class="ruby-identifier">y</span> = <span class="ruby-identifier">q</span> <span class="ruby-operator">/</span> <span class="ruby-identifier">s</span>
<span class="ruby-identifier">z</span> = <span class="ruby-identifier">r</span> <span class="ruby-operator">/</span> <span class="ruby-identifier">s</span>
<span class="ruby-identifier">q</span> <span class="ruby-operator">/=</span> <span class="ruby-identifier">p</span>
<span class="ruby-identifier">r</span> <span class="ruby-operator">/=</span> <span class="ruby-identifier">p</span>
<span class="ruby-comment"># Row modification</span>
<span class="ruby-identifier">k</span>.<span class="ruby-identifier">upto</span>(<span class="ruby-identifier">nn</span><span class="ruby-value">-1</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">j</span><span class="ruby-operator">|</span>
<span class="ruby-identifier">p</span> = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">k</span>][<span class="ruby-identifier">j</span>] <span class="ruby-operator">+</span> <span class="ruby-identifier">q</span> <span class="ruby-operator">*</span> <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">k</span><span class="ruby-value">+1</span>][<span class="ruby-identifier">j</span>]
<span class="ruby-keyword">if</span> (<span class="ruby-identifier">notlast</span>)
<span class="ruby-identifier">p</span> <span class="ruby-operator">+=</span> <span class="ruby-identifier">r</span> <span class="ruby-operator">*</span> <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">k</span><span class="ruby-value">+2</span>][<span class="ruby-identifier">j</span>]
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">k</span><span class="ruby-value">+2</span>][<span class="ruby-identifier">j</span>] = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">k</span><span class="ruby-value">+2</span>][<span class="ruby-identifier">j</span>] <span class="ruby-operator">-</span> <span class="ruby-identifier">p</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">z</span>
<span class="ruby-keyword">end</span>
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">k</span>][<span class="ruby-identifier">j</span>] = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">k</span>][<span class="ruby-identifier">j</span>] <span class="ruby-operator">-</span> <span class="ruby-identifier">p</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">x</span>
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">k</span><span class="ruby-value">+1</span>][<span class="ruby-identifier">j</span>] = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">k</span><span class="ruby-value">+1</span>][<span class="ruby-identifier">j</span>] <span class="ruby-operator">-</span> <span class="ruby-identifier">p</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">y</span>
<span class="ruby-keyword">end</span>
<span class="ruby-comment"># Column modification</span>
<span class="ruby-value">0</span>.<span class="ruby-identifier">upto</span>([<span class="ruby-identifier">n</span>, <span class="ruby-identifier">k</span><span class="ruby-value">+3</span>].<span class="ruby-identifier">min</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">i</span><span class="ruby-operator">|</span>
<span class="ruby-identifier">p</span> = <span class="ruby-identifier">x</span> <span class="ruby-operator">*</span> <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">k</span>] <span class="ruby-operator">+</span> <span class="ruby-identifier">y</span> <span class="ruby-operator">*</span> <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">k</span><span class="ruby-value">+1</span>]
<span class="ruby-keyword">if</span> (<span class="ruby-identifier">notlast</span>)
<span class="ruby-identifier">p</span> <span class="ruby-operator">+=</span> <span class="ruby-identifier">z</span> <span class="ruby-operator">*</span> <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">k</span><span class="ruby-value">+2</span>]
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">k</span><span class="ruby-value">+2</span>] = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">k</span><span class="ruby-value">+2</span>] <span class="ruby-operator">-</span> <span class="ruby-identifier">p</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">r</span>
<span class="ruby-keyword">end</span>
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">k</span>] = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">k</span>] <span class="ruby-operator">-</span> <span class="ruby-identifier">p</span>
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">k</span><span class="ruby-value">+1</span>] = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">k</span><span class="ruby-value">+1</span>] <span class="ruby-operator">-</span> <span class="ruby-identifier">p</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">q</span>
<span class="ruby-keyword">end</span>
<span class="ruby-comment"># Accumulate transformations</span>
<span class="ruby-identifier">low</span>.<span class="ruby-identifier">upto</span>(<span class="ruby-identifier">high</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">i</span><span class="ruby-operator">|</span>
<span class="ruby-identifier">p</span> = <span class="ruby-identifier">x</span> <span class="ruby-operator">*</span> <span class="ruby-ivar">@v</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">k</span>] <span class="ruby-operator">+</span> <span class="ruby-identifier">y</span> <span class="ruby-operator">*</span> <span class="ruby-ivar">@v</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">k</span><span class="ruby-value">+1</span>]
<span class="ruby-keyword">if</span> (<span class="ruby-identifier">notlast</span>)
<span class="ruby-identifier">p</span> <span class="ruby-operator">+=</span> <span class="ruby-identifier">z</span> <span class="ruby-operator">*</span> <span class="ruby-ivar">@v</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">k</span><span class="ruby-value">+2</span>]
<span class="ruby-ivar">@v</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">k</span><span class="ruby-value">+2</span>] = <span class="ruby-ivar">@v</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">k</span><span class="ruby-value">+2</span>] <span class="ruby-operator">-</span> <span class="ruby-identifier">p</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">r</span>
<span class="ruby-keyword">end</span>
<span class="ruby-ivar">@v</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">k</span>] = <span class="ruby-ivar">@v</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">k</span>] <span class="ruby-operator">-</span> <span class="ruby-identifier">p</span>
<span class="ruby-ivar">@v</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">k</span><span class="ruby-value">+1</span>] = <span class="ruby-ivar">@v</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">k</span><span class="ruby-value">+1</span>] <span class="ruby-operator">-</span> <span class="ruby-identifier">p</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">q</span>
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span> <span class="ruby-comment"># (s != 0)</span>
<span class="ruby-keyword">end</span> <span class="ruby-comment"># k loop</span>
<span class="ruby-keyword">end</span> <span class="ruby-comment"># check convergence</span>
<span class="ruby-keyword">end</span> <span class="ruby-comment"># while (n >= low)</span>
<span class="ruby-comment"># Backsubstitute to find vectors of upper triangular form</span>
<span class="ruby-keyword">if</span> (<span class="ruby-identifier">norm</span> <span class="ruby-operator">==</span> <span class="ruby-value">0.0</span>)
<span class="ruby-keyword">return</span>
<span class="ruby-keyword">end</span>
(<span class="ruby-identifier">nn</span><span class="ruby-value">-1</span>).<span class="ruby-identifier">downto</span>(<span class="ruby-value">0</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">k</span><span class="ruby-operator">|</span>
<span class="ruby-identifier">p</span> = <span class="ruby-ivar">@d</span>[<span class="ruby-identifier">k</span>]
<span class="ruby-identifier">q</span> = <span class="ruby-ivar">@e</span>[<span class="ruby-identifier">k</span>]
<span class="ruby-comment"># Real vector</span>
<span class="ruby-keyword">if</span> (<span class="ruby-identifier">q</span> <span class="ruby-operator">==</span> <span class="ruby-value">0</span>)
<span class="ruby-identifier">l</span> = <span class="ruby-identifier">k</span>
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">k</span>][<span class="ruby-identifier">k</span>] = <span class="ruby-value">1.0</span>
(<span class="ruby-identifier">k</span><span class="ruby-value">-1</span>).<span class="ruby-identifier">downto</span>(<span class="ruby-value">0</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">i</span><span class="ruby-operator">|</span>
<span class="ruby-identifier">w</span> = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">i</span>] <span class="ruby-operator">-</span> <span class="ruby-identifier">p</span>
<span class="ruby-identifier">r</span> = <span class="ruby-value">0.0</span>
<span class="ruby-identifier">l</span>.<span class="ruby-identifier">upto</span>(<span class="ruby-identifier">k</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">j</span><span class="ruby-operator">|</span>
<span class="ruby-identifier">r</span> <span class="ruby-operator">+=</span> <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">j</span>] <span class="ruby-operator">*</span> <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">j</span>][<span class="ruby-identifier">k</span>]
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">if</span> (<span class="ruby-ivar">@e</span>[<span class="ruby-identifier">i</span>] <span class="ruby-operator"><</span> <span class="ruby-value">0.0</span>)
<span class="ruby-identifier">z</span> = <span class="ruby-identifier">w</span>
<span class="ruby-identifier">s</span> = <span class="ruby-identifier">r</span>
<span class="ruby-keyword">else</span>
<span class="ruby-identifier">l</span> = <span class="ruby-identifier">i</span>
<span class="ruby-keyword">if</span> (<span class="ruby-ivar">@e</span>[<span class="ruby-identifier">i</span>] <span class="ruby-operator">==</span> <span class="ruby-value">0.0</span>)
<span class="ruby-keyword">if</span> (<span class="ruby-identifier">w</span> <span class="ruby-operator">!=</span> <span class="ruby-value">0.0</span>)
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">k</span>] = <span class="ruby-operator">-</span><span class="ruby-identifier">r</span> <span class="ruby-operator">/</span> <span class="ruby-identifier">w</span>
<span class="ruby-keyword">else</span>
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">k</span>] = <span class="ruby-operator">-</span><span class="ruby-identifier">r</span> <span class="ruby-operator">/</span> (<span class="ruby-identifier">eps</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">norm</span>)
<span class="ruby-keyword">end</span>
<span class="ruby-comment"># Solve real equations</span>
<span class="ruby-keyword">else</span>
<span class="ruby-identifier">x</span> = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">i</span><span class="ruby-value">+1</span>]
<span class="ruby-identifier">y</span> = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span><span class="ruby-value">+1</span>][<span class="ruby-identifier">i</span>]
<span class="ruby-identifier">q</span> = (<span class="ruby-ivar">@d</span>[<span class="ruby-identifier">i</span>] <span class="ruby-operator">-</span> <span class="ruby-identifier">p</span>) <span class="ruby-operator">*</span> (<span class="ruby-ivar">@d</span>[<span class="ruby-identifier">i</span>] <span class="ruby-operator">-</span> <span class="ruby-identifier">p</span>) <span class="ruby-operator">+</span> <span class="ruby-ivar">@e</span>[<span class="ruby-identifier">i</span>] <span class="ruby-operator">*</span> <span class="ruby-ivar">@e</span>[<span class="ruby-identifier">i</span>]
<span class="ruby-identifier">t</span> = (<span class="ruby-identifier">x</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">s</span> <span class="ruby-operator">-</span> <span class="ruby-identifier">z</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">r</span>) <span class="ruby-operator">/</span> <span class="ruby-identifier">q</span>
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">k</span>] = <span class="ruby-identifier">t</span>
<span class="ruby-keyword">if</span> (<span class="ruby-identifier">x</span>.<span class="ruby-identifier">abs</span> <span class="ruby-operator">></span> <span class="ruby-identifier">z</span>.<span class="ruby-identifier">abs</span>)
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span><span class="ruby-value">+1</span>][<span class="ruby-identifier">k</span>] = (<span class="ruby-operator">-</span><span class="ruby-identifier">r</span> <span class="ruby-operator">-</span> <span class="ruby-identifier">w</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">t</span>) <span class="ruby-operator">/</span> <span class="ruby-identifier">x</span>
<span class="ruby-keyword">else</span>
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span><span class="ruby-value">+1</span>][<span class="ruby-identifier">k</span>] = (<span class="ruby-operator">-</span><span class="ruby-identifier">s</span> <span class="ruby-operator">-</span> <span class="ruby-identifier">y</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">t</span>) <span class="ruby-operator">/</span> <span class="ruby-identifier">z</span>
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span>
<span class="ruby-comment"># Overflow control</span>
<span class="ruby-identifier">t</span> = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">k</span>].<span class="ruby-identifier">abs</span>
<span class="ruby-keyword">if</span> ((<span class="ruby-identifier">eps</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">t</span>) <span class="ruby-operator">*</span> <span class="ruby-identifier">t</span> <span class="ruby-operator">></span> <span class="ruby-value">1</span>)
<span class="ruby-identifier">i</span>.<span class="ruby-identifier">upto</span>(<span class="ruby-identifier">k</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">j</span><span class="ruby-operator">|</span>
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">j</span>][<span class="ruby-identifier">k</span>] = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">j</span>][<span class="ruby-identifier">k</span>] <span class="ruby-operator">/</span> <span class="ruby-identifier">t</span>
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span>
<span class="ruby-comment"># Complex vector</span>
<span class="ruby-keyword">elsif</span> (<span class="ruby-identifier">q</span> <span class="ruby-operator"><</span> <span class="ruby-value">0</span>)
<span class="ruby-identifier">l</span> = <span class="ruby-identifier">n</span><span class="ruby-value">-1</span>
<span class="ruby-comment"># Last vector component imaginary so matrix is triangular</span>
<span class="ruby-keyword">if</span> (<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">n</span>][<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>].<span class="ruby-identifier">abs</span> <span class="ruby-operator">></span> <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>][<span class="ruby-identifier">n</span>].<span class="ruby-identifier">abs</span>)
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>][<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>] = <span class="ruby-identifier">q</span> <span class="ruby-operator">/</span> <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">n</span>][<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>]
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>][<span class="ruby-identifier">n</span>] = <span class="ruby-operator">-</span>(<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">n</span>][<span class="ruby-identifier">n</span>] <span class="ruby-operator">-</span> <span class="ruby-identifier">p</span>) <span class="ruby-operator">/</span> <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">n</span>][<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>]
<span class="ruby-keyword">else</span>
<span class="ruby-identifier">cdivr</span>, <span class="ruby-identifier">cdivi</span> = <span class="ruby-identifier">cdiv</span>(<span class="ruby-value">0.0</span>, <span class="ruby-operator">-</span><span class="ruby-ivar">@h</span>[<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>][<span class="ruby-identifier">n</span>], <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>][<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>]<span class="ruby-operator">-</span><span class="ruby-identifier">p</span>, <span class="ruby-identifier">q</span>)
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>][<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>] = <span class="ruby-identifier">cdivr</span>
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>][<span class="ruby-identifier">n</span>] = <span class="ruby-identifier">cdivi</span>
<span class="ruby-keyword">end</span>
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">n</span>][<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>] = <span class="ruby-value">0.0</span>
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">n</span>][<span class="ruby-identifier">n</span>] = <span class="ruby-value">1.0</span>
(<span class="ruby-identifier">n</span><span class="ruby-value">-2</span>).<span class="ruby-identifier">downto</span>(<span class="ruby-value">0</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">i</span><span class="ruby-operator">|</span>
<span class="ruby-identifier">ra</span> = <span class="ruby-value">0.0</span>
<span class="ruby-identifier">sa</span> = <span class="ruby-value">0.0</span>
<span class="ruby-identifier">l</span>.<span class="ruby-identifier">upto</span>(<span class="ruby-identifier">n</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">j</span><span class="ruby-operator">|</span>
<span class="ruby-identifier">ra</span> = <span class="ruby-identifier">ra</span> <span class="ruby-operator">+</span> <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">j</span>] <span class="ruby-operator">*</span> <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">j</span>][<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>]
<span class="ruby-identifier">sa</span> = <span class="ruby-identifier">sa</span> <span class="ruby-operator">+</span> <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">j</span>] <span class="ruby-operator">*</span> <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">j</span>][<span class="ruby-identifier">n</span>]
<span class="ruby-keyword">end</span>
<span class="ruby-identifier">w</span> = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">i</span>] <span class="ruby-operator">-</span> <span class="ruby-identifier">p</span>
<span class="ruby-keyword">if</span> (<span class="ruby-ivar">@e</span>[<span class="ruby-identifier">i</span>] <span class="ruby-operator"><</span> <span class="ruby-value">0.0</span>)
<span class="ruby-identifier">z</span> = <span class="ruby-identifier">w</span>
<span class="ruby-identifier">r</span> = <span class="ruby-identifier">ra</span>
<span class="ruby-identifier">s</span> = <span class="ruby-identifier">sa</span>
<span class="ruby-keyword">else</span>
<span class="ruby-identifier">l</span> = <span class="ruby-identifier">i</span>
<span class="ruby-keyword">if</span> (<span class="ruby-ivar">@e</span>[<span class="ruby-identifier">i</span>] <span class="ruby-operator">==</span> <span class="ruby-value">0</span>)
<span class="ruby-identifier">cdivr</span>, <span class="ruby-identifier">cdivi</span> = <span class="ruby-identifier">cdiv</span>(<span class="ruby-operator">-</span><span class="ruby-identifier">ra</span>, <span class="ruby-operator">-</span><span class="ruby-identifier">sa</span>, <span class="ruby-identifier">w</span>, <span class="ruby-identifier">q</span>)
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>] = <span class="ruby-identifier">cdivr</span>
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">n</span>] = <span class="ruby-identifier">cdivi</span>
<span class="ruby-keyword">else</span>
<span class="ruby-comment"># Solve complex equations</span>
<span class="ruby-identifier">x</span> = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">i</span><span class="ruby-value">+1</span>]
<span class="ruby-identifier">y</span> = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span><span class="ruby-value">+1</span>][<span class="ruby-identifier">i</span>]
<span class="ruby-identifier">vr</span> = (<span class="ruby-ivar">@d</span>[<span class="ruby-identifier">i</span>] <span class="ruby-operator">-</span> <span class="ruby-identifier">p</span>) <span class="ruby-operator">*</span> (<span class="ruby-ivar">@d</span>[<span class="ruby-identifier">i</span>] <span class="ruby-operator">-</span> <span class="ruby-identifier">p</span>) <span class="ruby-operator">+</span> <span class="ruby-ivar">@e</span>[<span class="ruby-identifier">i</span>] <span class="ruby-operator">*</span> <span class="ruby-ivar">@e</span>[<span class="ruby-identifier">i</span>] <span class="ruby-operator">-</span> <span class="ruby-identifier">q</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">q</span>
<span class="ruby-identifier">vi</span> = (<span class="ruby-ivar">@d</span>[<span class="ruby-identifier">i</span>] <span class="ruby-operator">-</span> <span class="ruby-identifier">p</span>) <span class="ruby-operator">*</span> <span class="ruby-value">2.0</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">q</span>
<span class="ruby-keyword">if</span> (<span class="ruby-identifier">vr</span> <span class="ruby-operator">==</span> <span class="ruby-value">0.0</span> <span class="ruby-operator">&&</span> <span class="ruby-identifier">vi</span> <span class="ruby-operator">==</span> <span class="ruby-value">0.0</span>)
<span class="ruby-identifier">vr</span> = <span class="ruby-identifier">eps</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">norm</span> <span class="ruby-operator">*</span> (<span class="ruby-identifier">w</span>.<span class="ruby-identifier">abs</span> <span class="ruby-operator">+</span> <span class="ruby-identifier">q</span>.<span class="ruby-identifier">abs</span> <span class="ruby-operator">+</span>
<span class="ruby-identifier">x</span>.<span class="ruby-identifier">abs</span> <span class="ruby-operator">+</span> <span class="ruby-identifier">y</span>.<span class="ruby-identifier">abs</span> <span class="ruby-operator">+</span> <span class="ruby-identifier">z</span>.<span class="ruby-identifier">abs</span>)
<span class="ruby-keyword">end</span>
<span class="ruby-identifier">cdivr</span>, <span class="ruby-identifier">cdivi</span> = <span class="ruby-identifier">cdiv</span>(<span class="ruby-identifier">x</span><span class="ruby-operator">*</span><span class="ruby-identifier">r</span><span class="ruby-operator">-</span><span class="ruby-identifier">z</span><span class="ruby-operator">*</span><span class="ruby-identifier">ra</span><span class="ruby-operator">+</span><span class="ruby-identifier">q</span><span class="ruby-operator">*</span><span class="ruby-identifier">sa</span>, <span class="ruby-identifier">x</span><span class="ruby-operator">*</span><span class="ruby-identifier">s</span><span class="ruby-operator">-</span><span class="ruby-identifier">z</span><span class="ruby-operator">*</span><span class="ruby-identifier">sa</span><span class="ruby-operator">-</span><span class="ruby-identifier">q</span><span class="ruby-operator">*</span><span class="ruby-identifier">ra</span>, <span class="ruby-identifier">vr</span>, <span class="ruby-identifier">vi</span>)
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>] = <span class="ruby-identifier">cdivr</span>
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">n</span>] = <span class="ruby-identifier">cdivi</span>
<span class="ruby-keyword">if</span> (<span class="ruby-identifier">x</span>.<span class="ruby-identifier">abs</span> <span class="ruby-operator">></span> (<span class="ruby-identifier">z</span>.<span class="ruby-identifier">abs</span> <span class="ruby-operator">+</span> <span class="ruby-identifier">q</span>.<span class="ruby-identifier">abs</span>))
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span><span class="ruby-value">+1</span>][<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>] = (<span class="ruby-operator">-</span><span class="ruby-identifier">ra</span> <span class="ruby-operator">-</span> <span class="ruby-identifier">w</span> <span class="ruby-operator">*</span> <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>] <span class="ruby-operator">+</span> <span class="ruby-identifier">q</span> <span class="ruby-operator">*</span> <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">n</span>]) <span class="ruby-operator">/</span> <span class="ruby-identifier">x</span>
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span><span class="ruby-value">+1</span>][<span class="ruby-identifier">n</span>] = (<span class="ruby-operator">-</span><span class="ruby-identifier">sa</span> <span class="ruby-operator">-</span> <span class="ruby-identifier">w</span> <span class="ruby-operator">*</span> <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">n</span>] <span class="ruby-operator">-</span> <span class="ruby-identifier">q</span> <span class="ruby-operator">*</span> <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>]) <span class="ruby-operator">/</span> <span class="ruby-identifier">x</span>
<span class="ruby-keyword">else</span>
<span class="ruby-identifier">cdivr</span>, <span class="ruby-identifier">cdivi</span> = <span class="ruby-identifier">cdiv</span>(<span class="ruby-operator">-</span><span class="ruby-identifier">r</span><span class="ruby-operator">-</span><span class="ruby-identifier">y</span><span class="ruby-operator">*</span><span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>], <span class="ruby-operator">-</span><span class="ruby-identifier">s</span><span class="ruby-operator">-</span><span class="ruby-identifier">y</span><span class="ruby-operator">*</span><span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">n</span>], <span class="ruby-identifier">z</span>, <span class="ruby-identifier">q</span>)
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span><span class="ruby-value">+1</span>][<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>] = <span class="ruby-identifier">cdivr</span>
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span><span class="ruby-value">+1</span>][<span class="ruby-identifier">n</span>] = <span class="ruby-identifier">cdivi</span>
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span>
<span class="ruby-comment"># Overflow control</span>
<span class="ruby-identifier">t</span> = [<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>].<span class="ruby-identifier">abs</span>, <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">n</span>].<span class="ruby-identifier">abs</span>].<span class="ruby-identifier">max</span>
<span class="ruby-keyword">if</span> ((<span class="ruby-identifier">eps</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">t</span>) <span class="ruby-operator">*</span> <span class="ruby-identifier">t</span> <span class="ruby-operator">></span> <span class="ruby-value">1</span>)
<span class="ruby-identifier">i</span>.<span class="ruby-identifier">upto</span>(<span class="ruby-identifier">n</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">j</span><span class="ruby-operator">|</span>
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">j</span>][<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>] = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">j</span>][<span class="ruby-identifier">n</span><span class="ruby-value">-1</span>] <span class="ruby-operator">/</span> <span class="ruby-identifier">t</span>
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">j</span>][<span class="ruby-identifier">n</span>] = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">j</span>][<span class="ruby-identifier">n</span>] <span class="ruby-operator">/</span> <span class="ruby-identifier">t</span>
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span>
<span class="ruby-comment"># Vectors of isolated roots</span>
<span class="ruby-identifier">nn</span>.<span class="ruby-identifier">times</span> <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">i</span><span class="ruby-operator">|</span>
<span class="ruby-keyword">if</span> (<span class="ruby-identifier">i</span> <span class="ruby-operator"><</span> <span class="ruby-identifier">low</span> <span class="ruby-operator">||</span> <span class="ruby-identifier">i</span> <span class="ruby-operator">></span> <span class="ruby-identifier">high</span>)
<span class="ruby-identifier">i</span>.<span class="ruby-identifier">upto</span>(<span class="ruby-identifier">nn</span><span class="ruby-value">-1</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">j</span><span class="ruby-operator">|</span>
<span class="ruby-ivar">@v</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">j</span>] = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">j</span>]
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span>
<span class="ruby-comment"># Back transformation to get eigenvectors of original matrix</span>
(<span class="ruby-identifier">nn</span><span class="ruby-value">-1</span>).<span class="ruby-identifier">downto</span>(<span class="ruby-identifier">low</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">j</span><span class="ruby-operator">|</span>
<span class="ruby-identifier">low</span>.<span class="ruby-identifier">upto</span>(<span class="ruby-identifier">high</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">i</span><span class="ruby-operator">|</span>
<span class="ruby-identifier">z</span> = <span class="ruby-value">0.0</span>
<span class="ruby-identifier">low</span>.<span class="ruby-identifier">upto</span>([<span class="ruby-identifier">j</span>, <span class="ruby-identifier">high</span>].<span class="ruby-identifier">min</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">k</span><span class="ruby-operator">|</span>
<span class="ruby-identifier">z</span> <span class="ruby-operator">+=</span> <span class="ruby-ivar">@v</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">k</span>] <span class="ruby-operator">*</span> <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">k</span>][<span class="ruby-identifier">j</span>]
<span class="ruby-keyword">end</span>
<span class="ruby-ivar">@v</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">j</span>] = <span class="ruby-identifier">z</span>
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span></pre>
</div>
</div>
</div>
<div id="method-i-reduce_to_hessenberg" class="method-detail ">
<div class="method-heading">
<span class="method-name">reduce_to_hessenberg</span><span
class="method-args">()</span>
<span class="method-click-advice">click to toggle source</span>
</div>
<div class="method-description">
<p>Nonsymmetric reduction to Hessenberg form.</p>
<div class="method-source-code" id="reduce_to_hessenberg-source">
<pre><span class="ruby-comment"># File lib/matrix/eigenvalue_decomposition.rb, line 354</span>
<span class="ruby-keyword">def</span> <span class="ruby-identifier ruby-title">reduce_to_hessenberg</span>
<span class="ruby-comment"># This is derived from the Algol procedures orthes and ortran,</span>
<span class="ruby-comment"># by Martin and Wilkinson, Handbook for Auto. Comp.,</span>
<span class="ruby-comment"># Vol.ii-Linear Algebra, and the corresponding</span>
<span class="ruby-comment"># Fortran subroutines in EISPACK.</span>
<span class="ruby-identifier">low</span> = <span class="ruby-value">0</span>
<span class="ruby-identifier">high</span> = <span class="ruby-ivar">@size</span><span class="ruby-value">-1</span>
(<span class="ruby-identifier">low</span><span class="ruby-value">+1</span>).<span class="ruby-identifier">upto</span>(<span class="ruby-identifier">high</span><span class="ruby-value">-1</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">m</span><span class="ruby-operator">|</span>
<span class="ruby-comment"># Scale column.</span>
<span class="ruby-identifier">scale</span> = <span class="ruby-value">0.0</span>
<span class="ruby-identifier">m</span>.<span class="ruby-identifier">upto</span>(<span class="ruby-identifier">high</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">i</span><span class="ruby-operator">|</span>
<span class="ruby-identifier">scale</span> = <span class="ruby-identifier">scale</span> <span class="ruby-operator">+</span> <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">m</span><span class="ruby-value">-1</span>].<span class="ruby-identifier">abs</span>
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">if</span> (<span class="ruby-identifier">scale</span> <span class="ruby-operator">!=</span> <span class="ruby-value">0.0</span>)
<span class="ruby-comment"># Compute Householder transformation.</span>
<span class="ruby-identifier">h</span> = <span class="ruby-value">0.0</span>
<span class="ruby-identifier">high</span>.<span class="ruby-identifier">downto</span>(<span class="ruby-identifier">m</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">i</span><span class="ruby-operator">|</span>
<span class="ruby-ivar">@ort</span>[<span class="ruby-identifier">i</span>] = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">m</span><span class="ruby-value">-1</span>]<span class="ruby-operator">/</span><span class="ruby-identifier">scale</span>
<span class="ruby-identifier">h</span> <span class="ruby-operator">+=</span> <span class="ruby-ivar">@ort</span>[<span class="ruby-identifier">i</span>] <span class="ruby-operator">*</span> <span class="ruby-ivar">@ort</span>[<span class="ruby-identifier">i</span>]
<span class="ruby-keyword">end</span>
<span class="ruby-identifier">g</span> = <span class="ruby-constant">Math</span>.<span class="ruby-identifier">sqrt</span>(<span class="ruby-identifier">h</span>)
<span class="ruby-keyword">if</span> (<span class="ruby-ivar">@ort</span>[<span class="ruby-identifier">m</span>] <span class="ruby-operator">></span> <span class="ruby-value">0</span>)
<span class="ruby-identifier">g</span> = <span class="ruby-operator">-</span><span class="ruby-identifier">g</span>
<span class="ruby-keyword">end</span>
<span class="ruby-identifier">h</span> <span class="ruby-operator">-=</span> <span class="ruby-ivar">@ort</span>[<span class="ruby-identifier">m</span>] <span class="ruby-operator">*</span> <span class="ruby-identifier">g</span>
<span class="ruby-ivar">@ort</span>[<span class="ruby-identifier">m</span>] = <span class="ruby-ivar">@ort</span>[<span class="ruby-identifier">m</span>] <span class="ruby-operator">-</span> <span class="ruby-identifier">g</span>
<span class="ruby-comment"># Apply Householder similarity transformation</span>
<span class="ruby-comment"># @h = (I-u*u'/h)*@h*(I-u*u')/h)</span>
<span class="ruby-identifier">m</span>.<span class="ruby-identifier">upto</span>(<span class="ruby-ivar">@size</span><span class="ruby-value">-1</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">j</span><span class="ruby-operator">|</span>
<span class="ruby-identifier">f</span> = <span class="ruby-value">0.0</span>
<span class="ruby-identifier">high</span>.<span class="ruby-identifier">downto</span>(<span class="ruby-identifier">m</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">i</span><span class="ruby-operator">|</span>
<span class="ruby-identifier">f</span> <span class="ruby-operator">+=</span> <span class="ruby-ivar">@ort</span>[<span class="ruby-identifier">i</span>]<span class="ruby-operator">*</span><span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">j</span>]
<span class="ruby-keyword">end</span>
<span class="ruby-identifier">f</span> = <span class="ruby-identifier">f</span><span class="ruby-operator">/</span><span class="ruby-identifier">h</span>
<span class="ruby-identifier">m</span>.<span class="ruby-identifier">upto</span>(<span class="ruby-identifier">high</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">i</span><span class="ruby-operator">|</span>
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">j</span>] <span class="ruby-operator">-=</span> <span class="ruby-identifier">f</span><span class="ruby-operator">*</span><span class="ruby-ivar">@ort</span>[<span class="ruby-identifier">i</span>]
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span>
<span class="ruby-value">0</span>.<span class="ruby-identifier">upto</span>(<span class="ruby-identifier">high</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">i</span><span class="ruby-operator">|</span>
<span class="ruby-identifier">f</span> = <span class="ruby-value">0.0</span>
<span class="ruby-identifier">high</span>.<span class="ruby-identifier">downto</span>(<span class="ruby-identifier">m</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">j</span><span class="ruby-operator">|</span>
<span class="ruby-identifier">f</span> <span class="ruby-operator">+=</span> <span class="ruby-ivar">@ort</span>[<span class="ruby-identifier">j</span>]<span class="ruby-operator">*</span><span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">j</span>]
<span class="ruby-keyword">end</span>
<span class="ruby-identifier">f</span> = <span class="ruby-identifier">f</span><span class="ruby-operator">/</span><span class="ruby-identifier">h</span>
<span class="ruby-identifier">m</span>.<span class="ruby-identifier">upto</span>(<span class="ruby-identifier">high</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">j</span><span class="ruby-operator">|</span>
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">j</span>] <span class="ruby-operator">-=</span> <span class="ruby-identifier">f</span><span class="ruby-operator">*</span><span class="ruby-ivar">@ort</span>[<span class="ruby-identifier">j</span>]
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span>
<span class="ruby-ivar">@ort</span>[<span class="ruby-identifier">m</span>] = <span class="ruby-identifier">scale</span><span class="ruby-operator">*</span><span class="ruby-ivar">@ort</span>[<span class="ruby-identifier">m</span>]
<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">m</span>][<span class="ruby-identifier">m</span><span class="ruby-value">-1</span>] = <span class="ruby-identifier">scale</span><span class="ruby-operator">*</span><span class="ruby-identifier">g</span>
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span>
<span class="ruby-comment"># Accumulate transformations (Algol's ortran).</span>
<span class="ruby-ivar">@size</span>.<span class="ruby-identifier">times</span> <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">i</span><span class="ruby-operator">|</span>
<span class="ruby-ivar">@size</span>.<span class="ruby-identifier">times</span> <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">j</span><span class="ruby-operator">|</span>
<span class="ruby-ivar">@v</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">j</span>] = (<span class="ruby-identifier">i</span> <span class="ruby-operator">==</span> <span class="ruby-identifier">j</span> <span class="ruby-operator">?</span> <span class="ruby-value">1.0</span> <span class="ruby-operator">:</span> <span class="ruby-value">0.0</span>)
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span>
(<span class="ruby-identifier">high</span><span class="ruby-value">-1</span>).<span class="ruby-identifier">downto</span>(<span class="ruby-identifier">low</span><span class="ruby-value">+1</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">m</span><span class="ruby-operator">|</span>
<span class="ruby-keyword">if</span> (<span class="ruby-ivar">@h</span>[<span class="ruby-identifier">m</span>][<span class="ruby-identifier">m</span><span class="ruby-value">-1</span>] <span class="ruby-operator">!=</span> <span class="ruby-value">0.0</span>)
(<span class="ruby-identifier">m</span><span class="ruby-value">+1</span>).<span class="ruby-identifier">upto</span>(<span class="ruby-identifier">high</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">i</span><span class="ruby-operator">|</span>
<span class="ruby-ivar">@ort</span>[<span class="ruby-identifier">i</span>] = <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">m</span><span class="ruby-value">-1</span>]
<span class="ruby-keyword">end</span>
<span class="ruby-identifier">m</span>.<span class="ruby-identifier">upto</span>(<span class="ruby-identifier">high</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">j</span><span class="ruby-operator">|</span>
<span class="ruby-identifier">g</span> = <span class="ruby-value">0.0</span>
<span class="ruby-identifier">m</span>.<span class="ruby-identifier">upto</span>(<span class="ruby-identifier">high</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">i</span><span class="ruby-operator">|</span>
<span class="ruby-identifier">g</span> <span class="ruby-operator">+=</span> <span class="ruby-ivar">@ort</span>[<span class="ruby-identifier">i</span>] <span class="ruby-operator">*</span> <span class="ruby-ivar">@v</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">j</span>]
<span class="ruby-keyword">end</span>
<span class="ruby-comment"># Double division avoids possible underflow</span>
<span class="ruby-identifier">g</span> = (<span class="ruby-identifier">g</span> <span class="ruby-operator">/</span> <span class="ruby-ivar">@ort</span>[<span class="ruby-identifier">m</span>]) <span class="ruby-operator">/</span> <span class="ruby-ivar">@h</span>[<span class="ruby-identifier">m</span>][<span class="ruby-identifier">m</span><span class="ruby-value">-1</span>]
<span class="ruby-identifier">m</span>.<span class="ruby-identifier">upto</span>(<span class="ruby-identifier">high</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">i</span><span class="ruby-operator">|</span>
<span class="ruby-ivar">@v</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">j</span>] <span class="ruby-operator">+=</span> <span class="ruby-identifier">g</span> <span class="ruby-operator">*</span> <span class="ruby-ivar">@ort</span>[<span class="ruby-identifier">i</span>]
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span></pre>
</div>
</div>
</div>
<div id="method-i-tridiagonalize" class="method-detail ">
<div class="method-heading">
<span class="method-name">tridiagonalize</span><span
class="method-args">()</span>
<span class="method-click-advice">click to toggle source</span>
</div>
<div class="method-description">
<p>Symmetric Householder reduction to tridiagonal form.</p>
<div class="method-source-code" id="tridiagonalize-source">
<pre><span class="ruby-comment"># File lib/matrix/eigenvalue_decomposition.rb, line 117</span>
<span class="ruby-keyword">def</span> <span class="ruby-identifier ruby-title">tridiagonalize</span>
<span class="ruby-comment"># This is derived from the Algol procedures tred2 by</span>
<span class="ruby-comment"># Bowdler, Martin, Reinsch, and Wilkinson, Handbook for</span>
<span class="ruby-comment"># Auto. Comp., Vol.ii-Linear Algebra, and the corresponding</span>
<span class="ruby-comment"># Fortran subroutine in EISPACK.</span>
<span class="ruby-ivar">@size</span>.<span class="ruby-identifier">times</span> <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">j</span><span class="ruby-operator">|</span>
<span class="ruby-ivar">@d</span>[<span class="ruby-identifier">j</span>] = <span class="ruby-ivar">@v</span>[<span class="ruby-ivar">@size</span><span class="ruby-value">-1</span>][<span class="ruby-identifier">j</span>]
<span class="ruby-keyword">end</span>
<span class="ruby-comment"># Householder reduction to tridiagonal form.</span>
(<span class="ruby-ivar">@size</span><span class="ruby-value">-1</span>).<span class="ruby-identifier">downto</span>(<span class="ruby-value">0</span><span class="ruby-value">+1</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">i</span><span class="ruby-operator">|</span>
<span class="ruby-comment"># Scale to avoid under/overflow.</span>
<span class="ruby-identifier">scale</span> = <span class="ruby-value">0.0</span>
<span class="ruby-identifier">h</span> = <span class="ruby-value">0.0</span>
<span class="ruby-identifier">i</span>.<span class="ruby-identifier">times</span> <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">k</span><span class="ruby-operator">|</span>
<span class="ruby-identifier">scale</span> = <span class="ruby-identifier">scale</span> <span class="ruby-operator">+</span> <span class="ruby-ivar">@d</span>[<span class="ruby-identifier">k</span>].<span class="ruby-identifier">abs</span>
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">if</span> (<span class="ruby-identifier">scale</span> <span class="ruby-operator">==</span> <span class="ruby-value">0.0</span>)
<span class="ruby-ivar">@e</span>[<span class="ruby-identifier">i</span>] = <span class="ruby-ivar">@d</span>[<span class="ruby-identifier">i</span><span class="ruby-value">-1</span>]
<span class="ruby-identifier">i</span>.<span class="ruby-identifier">times</span> <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">j</span><span class="ruby-operator">|</span>
<span class="ruby-ivar">@d</span>[<span class="ruby-identifier">j</span>] = <span class="ruby-ivar">@v</span>[<span class="ruby-identifier">i</span><span class="ruby-value">-1</span>][<span class="ruby-identifier">j</span>]
<span class="ruby-ivar">@v</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">j</span>] = <span class="ruby-value">0.0</span>
<span class="ruby-ivar">@v</span>[<span class="ruby-identifier">j</span>][<span class="ruby-identifier">i</span>] = <span class="ruby-value">0.0</span>
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">else</span>
<span class="ruby-comment"># Generate Householder vector.</span>
<span class="ruby-identifier">i</span>.<span class="ruby-identifier">times</span> <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">k</span><span class="ruby-operator">|</span>
<span class="ruby-ivar">@d</span>[<span class="ruby-identifier">k</span>] <span class="ruby-operator">/=</span> <span class="ruby-identifier">scale</span>
<span class="ruby-identifier">h</span> <span class="ruby-operator">+=</span> <span class="ruby-ivar">@d</span>[<span class="ruby-identifier">k</span>] <span class="ruby-operator">*</span> <span class="ruby-ivar">@d</span>[<span class="ruby-identifier">k</span>]
<span class="ruby-keyword">end</span>
<span class="ruby-identifier">f</span> = <span class="ruby-ivar">@d</span>[<span class="ruby-identifier">i</span><span class="ruby-value">-1</span>]
<span class="ruby-identifier">g</span> = <span class="ruby-constant">Math</span>.<span class="ruby-identifier">sqrt</span>(<span class="ruby-identifier">h</span>)
<span class="ruby-keyword">if</span> (<span class="ruby-identifier">f</span> <span class="ruby-operator">></span> <span class="ruby-value">0</span>)
<span class="ruby-identifier">g</span> = <span class="ruby-operator">-</span><span class="ruby-identifier">g</span>
<span class="ruby-keyword">end</span>
<span class="ruby-ivar">@e</span>[<span class="ruby-identifier">i</span>] = <span class="ruby-identifier">scale</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">g</span>
<span class="ruby-identifier">h</span> <span class="ruby-operator">-=</span> <span class="ruby-identifier">f</span> <span class="ruby-operator">*</span> <span class="ruby-identifier">g</span>
<span class="ruby-ivar">@d</span>[<span class="ruby-identifier">i</span><span class="ruby-value">-1</span>] = <span class="ruby-identifier">f</span> <span class="ruby-operator">-</span> <span class="ruby-identifier">g</span>
<span class="ruby-identifier">i</span>.<span class="ruby-identifier">times</span> <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">j</span><span class="ruby-operator">|</span>
<span class="ruby-ivar">@e</span>[<span class="ruby-identifier">j</span>] = <span class="ruby-value">0.0</span>
<span class="ruby-keyword">end</span>
<span class="ruby-comment"># Apply similarity transformation to remaining columns.</span>
<span class="ruby-identifier">i</span>.<span class="ruby-identifier">times</span> <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">j</span><span class="ruby-operator">|</span>
<span class="ruby-identifier">f</span> = <span class="ruby-ivar">@d</span>[<span class="ruby-identifier">j</span>]
<span class="ruby-ivar">@v</span>[<span class="ruby-identifier">j</span>][<span class="ruby-identifier">i</span>] = <span class="ruby-identifier">f</span>
<span class="ruby-identifier">g</span> = <span class="ruby-ivar">@e</span>[<span class="ruby-identifier">j</span>] <span class="ruby-operator">+</span> <span class="ruby-ivar">@v</span>[<span class="ruby-identifier">j</span>][<span class="ruby-identifier">j</span>] <span class="ruby-operator">*</span> <span class="ruby-identifier">f</span>
(<span class="ruby-identifier">j</span><span class="ruby-value">+1</span>).<span class="ruby-identifier">upto</span>(<span class="ruby-identifier">i</span><span class="ruby-value">-1</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">k</span><span class="ruby-operator">|</span>
<span class="ruby-identifier">g</span> <span class="ruby-operator">+=</span> <span class="ruby-ivar">@v</span>[<span class="ruby-identifier">k</span>][<span class="ruby-identifier">j</span>] <span class="ruby-operator">*</span> <span class="ruby-ivar">@d</span>[<span class="ruby-identifier">k</span>]
<span class="ruby-ivar">@e</span>[<span class="ruby-identifier">k</span>] <span class="ruby-operator">+=</span> <span class="ruby-ivar">@v</span>[<span class="ruby-identifier">k</span>][<span class="ruby-identifier">j</span>] <span class="ruby-operator">*</span> <span class="ruby-identifier">f</span>
<span class="ruby-keyword">end</span>
<span class="ruby-ivar">@e</span>[<span class="ruby-identifier">j</span>] = <span class="ruby-identifier">g</span>
<span class="ruby-keyword">end</span>
<span class="ruby-identifier">f</span> = <span class="ruby-value">0.0</span>
<span class="ruby-identifier">i</span>.<span class="ruby-identifier">times</span> <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">j</span><span class="ruby-operator">|</span>
<span class="ruby-ivar">@e</span>[<span class="ruby-identifier">j</span>] <span class="ruby-operator">/=</span> <span class="ruby-identifier">h</span>
<span class="ruby-identifier">f</span> <span class="ruby-operator">+=</span> <span class="ruby-ivar">@e</span>[<span class="ruby-identifier">j</span>] <span class="ruby-operator">*</span> <span class="ruby-ivar">@d</span>[<span class="ruby-identifier">j</span>]
<span class="ruby-keyword">end</span>
<span class="ruby-identifier">hh</span> = <span class="ruby-identifier">f</span> <span class="ruby-operator">/</span> (<span class="ruby-identifier">h</span> <span class="ruby-operator">+</span> <span class="ruby-identifier">h</span>)
<span class="ruby-identifier">i</span>.<span class="ruby-identifier">times</span> <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">j</span><span class="ruby-operator">|</span>
<span class="ruby-ivar">@e</span>[<span class="ruby-identifier">j</span>] <span class="ruby-operator">-=</span> <span class="ruby-identifier">hh</span> <span class="ruby-operator">*</span> <span class="ruby-ivar">@d</span>[<span class="ruby-identifier">j</span>]
<span class="ruby-keyword">end</span>
<span class="ruby-identifier">i</span>.<span class="ruby-identifier">times</span> <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">j</span><span class="ruby-operator">|</span>
<span class="ruby-identifier">f</span> = <span class="ruby-ivar">@d</span>[<span class="ruby-identifier">j</span>]
<span class="ruby-identifier">g</span> = <span class="ruby-ivar">@e</span>[<span class="ruby-identifier">j</span>]
<span class="ruby-identifier">j</span>.<span class="ruby-identifier">upto</span>(<span class="ruby-identifier">i</span><span class="ruby-value">-1</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">k</span><span class="ruby-operator">|</span>
<span class="ruby-ivar">@v</span>[<span class="ruby-identifier">k</span>][<span class="ruby-identifier">j</span>] <span class="ruby-operator">-=</span> (<span class="ruby-identifier">f</span> <span class="ruby-operator">*</span> <span class="ruby-ivar">@e</span>[<span class="ruby-identifier">k</span>] <span class="ruby-operator">+</span> <span class="ruby-identifier">g</span> <span class="ruby-operator">*</span> <span class="ruby-ivar">@d</span>[<span class="ruby-identifier">k</span>])
<span class="ruby-keyword">end</span>
<span class="ruby-ivar">@d</span>[<span class="ruby-identifier">j</span>] = <span class="ruby-ivar">@v</span>[<span class="ruby-identifier">i</span><span class="ruby-value">-1</span>][<span class="ruby-identifier">j</span>]
<span class="ruby-ivar">@v</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">j</span>] = <span class="ruby-value">0.0</span>
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span>
<span class="ruby-ivar">@d</span>[<span class="ruby-identifier">i</span>] = <span class="ruby-identifier">h</span>
<span class="ruby-keyword">end</span>
<span class="ruby-comment"># Accumulate transformations.</span>
<span class="ruby-value">0</span>.<span class="ruby-identifier">upto</span>(<span class="ruby-ivar">@size</span><span class="ruby-value">-1</span><span class="ruby-value">-1</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">i</span><span class="ruby-operator">|</span>
<span class="ruby-ivar">@v</span>[<span class="ruby-ivar">@size</span><span class="ruby-value">-1</span>][<span class="ruby-identifier">i</span>] = <span class="ruby-ivar">@v</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">i</span>]
<span class="ruby-ivar">@v</span>[<span class="ruby-identifier">i</span>][<span class="ruby-identifier">i</span>] = <span class="ruby-value">1.0</span>
<span class="ruby-identifier">h</span> = <span class="ruby-ivar">@d</span>[<span class="ruby-identifier">i</span><span class="ruby-value">+1</span>]
<span class="ruby-keyword">if</span> (<span class="ruby-identifier">h</span> <span class="ruby-operator">!=</span> <span class="ruby-value">0.0</span>)
<span class="ruby-value">0</span>.<span class="ruby-identifier">upto</span>(<span class="ruby-identifier">i</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">k</span><span class="ruby-operator">|</span>
<span class="ruby-ivar">@d</span>[<span class="ruby-identifier">k</span>] = <span class="ruby-ivar">@v</span>[<span class="ruby-identifier">k</span>][<span class="ruby-identifier">i</span><span class="ruby-value">+1</span>] <span class="ruby-operator">/</span> <span class="ruby-identifier">h</span>
<span class="ruby-keyword">end</span>
<span class="ruby-value">0</span>.<span class="ruby-identifier">upto</span>(<span class="ruby-identifier">i</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">j</span><span class="ruby-operator">|</span>
<span class="ruby-identifier">g</span> = <span class="ruby-value">0.0</span>
<span class="ruby-value">0</span>.<span class="ruby-identifier">upto</span>(<span class="ruby-identifier">i</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">k</span><span class="ruby-operator">|</span>
<span class="ruby-identifier">g</span> <span class="ruby-operator">+=</span> <span class="ruby-ivar">@v</span>[<span class="ruby-identifier">k</span>][<span class="ruby-identifier">i</span><span class="ruby-value">+1</span>] <span class="ruby-operator">*</span> <span class="ruby-ivar">@v</span>[<span class="ruby-identifier">k</span>][<span class="ruby-identifier">j</span>]
<span class="ruby-keyword">end</span>
<span class="ruby-value">0</span>.<span class="ruby-identifier">upto</span>(<span class="ruby-identifier">i</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">k</span><span class="ruby-operator">|</span>
<span class="ruby-ivar">@v</span>[<span class="ruby-identifier">k</span>][<span class="ruby-identifier">j</span>] <span class="ruby-operator">-=</span> <span class="ruby-identifier">g</span> <span class="ruby-operator">*</span> <span class="ruby-ivar">@d</span>[<span class="ruby-identifier">k</span>]
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span>
<span class="ruby-value">0</span>.<span class="ruby-identifier">upto</span>(<span class="ruby-identifier">i</span>) <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">k</span><span class="ruby-operator">|</span>
<span class="ruby-ivar">@v</span>[<span class="ruby-identifier">k</span>][<span class="ruby-identifier">i</span><span class="ruby-value">+1</span>] = <span class="ruby-value">0.0</span>
<span class="ruby-keyword">end</span>
<span class="ruby-keyword">end</span>
<span class="ruby-ivar">@size</span>.<span class="ruby-identifier">times</span> <span class="ruby-keyword">do</span> <span class="ruby-operator">|</span><span class="ruby-identifier">j</span><span class="ruby-operator">|</span>
<span class="ruby-ivar">@d</span>[<span class="ruby-identifier">j</span>] = <span class="ruby-ivar">@v</span>[<span class="ruby-ivar">@size</span><span class="ruby-value">-1</span>][<span class="ruby-identifier">j</span>]
<span class="ruby-ivar">@v</span>[<span class="ruby-ivar">@size</span><span class="ruby-value">-1</span>][<span class="ruby-identifier">j</span>] = <span class="ruby-value">0.0</span>
<span class="ruby-keyword">end</span>
<span class="ruby-ivar">@v</span>[<span class="ruby-ivar">@size</span><span class="ruby-value">-1</span>][<span class="ruby-ivar">@size</span><span class="ruby-value">-1</span>] = <span class="ruby-value">1.0</span>
<span class="ruby-ivar">@e</span>[<span class="ruby-value">0</span>] = <span class="ruby-value">0.0</span>
<span class="ruby-keyword">end</span></pre>
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